Keywords: شناسایی ضعیف; C32; C51; E12; E52; DSGE; GMM; Phillips curve; Weak identification;
مقالات ISI شناسایی ضعیف (ترجمه نشده)
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Keywords: شناسایی ضعیف; G12; C12; C13; Cross-sectional asset pricing inference; Fama-MacBeth; Weak identification; Reduced rank beta; CAPM; Fama-French factors;
Keywords: شناسایی ضعیف; C18; C26; E31; New Keynesian Phillips curve; Identification; Weak identification; General method of moments;
Keywords: شناسایی ضعیف; C32; C12; Cointegration; Weak identification; Bound test; Simulation-based inference;
Keywords: شناسایی ضعیف; G12; C32; C58; Stock price decomposition; State-space model; Weak identification; VAR return decomposition;
Keywords: شناسایی ضعیف; C12; C15; Asymptotic size; Binary choice; Confidence set; Estimator; Identification; Likelihood; Nonlinear models; Test; Smooth transition threshold autoregression; Weak identification;
On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity
Keywords: شناسایی ضعیف; C12; C13; C26; Subvector inference; Linear IV model; Anderson-Rubin test; Plug-in estimator; Weak identification; Bootstrap inconsistency; Edgeworth expansion; Asymptotic size; Bonferroni-based size-correction;
Impulse response matching estimators for DSGE models
Keywords: شناسایی ضعیف; C32; C52; E30; E50; DSGE; VAR; Impulse response; Bootstrap; Weak identification;
Unexplained factors and their effects on second pass R-squared's
Keywords: شناسایی ضعیف; G12; Fama-MacBeth two pass procedure; Factor pricing; Stochastic discount factors; Weak identification; (Non-standard) Large sample distribution; Principal components;
Robust inference in nonlinear models with mixed identification strength
Keywords: شناسایی ضعیف; C12; C15; Mixed rates; Nonlinear regression; Robust inference; Uniformity; Weak identification;
Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations
Keywords: شناسایی ضعیف; Conditional heteroskedasticity; Heavy tails; Weak identification; Parametric bootstrap; Monte Carlo p-value; Projection technique
GEL statistics under weak identification
Keywords: شناسایی ضعیف; C13; C30; Asymptotically pivotal statistics; Conditional likelihood ratio statistic; Generalised empirical likelihood; Implied probabilities; Nonlinear moment conditions; Weak identification;
A new method of projection-based inference in GMM with weakly identified nuisance parameters
Keywords: شناسایی ضعیف; C12; C13; C30; Projection test; Nuisance parameters; C(α) statistic; GMM; Weak identification;
Testing for weak identification in possibly nonlinear models
Keywords: شناسایی ضعیف; C12; GMM; Shrinkage; Weak identification;
Inference in models with adaptive learning
Keywords: شناسایی ضعیف; Weak identification; Persistence; Anderson-Rubin statistic; DSGE models; C1; E3;
Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models
Keywords: شناسایی ضعیف; C10; C35; R40; Confidence set; Generalized Fieller's theorem; Delta method; Weak identification; Parameter transformation; Discrete choice; Maximum simulated likelihood;
On the precision of Calvo parameter estimates in structural NKPC models
Keywords: شناسایی ضعیف; E31; C13; C3; Sticky-price Calvo model; Structural estimation; Weak identification; Indexation; Real wage;
Monetary policy inertia: More a fiction than a fact?
Keywords: شناسایی ضعیف; E52; E58; G12Monetary policy rules; Policy gradualism; Generalized method of moments; Weak identification
Finite sample inference for quantile regression models
Keywords: شناسایی ضعیف; C12; C14; Extremal quantile regression; Instrumental quantile regression; Partial identification; Weak identification;
New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis
Keywords: شناسایی ضعیف; C22; E31; E32; Weak identification; Generalized Empirical Likelihood; GMM; Phillips curve;
Semiparametric tests of conditional moment restrictions under weak or partial identification
Keywords: شناسایی ضعیف; Conditional moments; Nonparametric testing; Specification tests; Weak identification; k-nearest neighbors;
Are “Nearly Exogenous Instruments” reliable?
Keywords: شناسایی ضعیف; C30; Valid instruments; Weak identification; Inference;
Identification-robust simulation-based inference in joint discrete/continuous models for energy markets
Keywords: شناسایی ضعیف; Energy demand; Electricity market; Discrete/continuous model; Discrete choice; Maximum simulated likelihood; Mixed-logit discrete-choice model; Weak identification
Weak identification robust tests in an instrumental quantile model
Keywords: شناسایی ضعیف; C01; C12; C30; Quantile regression; Instruments; GMM; Weak identification;
The estimation of monetary policy reaction function in a data-rich environment: The case of Japan
Keywords: شناسایی ضعیف; C32; E52; E58; Monetary policy reaction function; Data-rich environment; Weak identification;
Generalized empirical likelihood tests in time series models with potential identification failure
Keywords: شناسایی ضعیف; C12; C31; Generalized empirical likelihood; Nonlinear moment conditions; Similar tests; Size distortion; Weak identification;
The zero-information-limit condition and spurious inference in weakly identified models
Keywords: شناسایی ضعیف; C120; C220; C300; Weak identification; Spurious inference; Weak instruments;
Performance of conditional Wald tests in IV regression with weak instruments
Keywords: شناسایی ضعیف; C12; C30; Instrumental variables regression; Power envelope; Weak identification; k-class estimators; Conditional likelihood ratio test;
Information in generalized method of moments estimation and entropy-based moment selection
Keywords: شناسایی ضعیف; Long run canonical correlations; Efficiency; Near redundancy; Weak identification;
Asymptotic properties of the Hahn-Hausman test for weak-instruments
Keywords: شناسایی ضعیف; C12; C20; Weak identification; Instrumental variables; Pretest;