A new method of projection-based inference in GMM with weakly identified nuisance parameters
By Saraswata Chaudhuri, Eric Zivot. 2011
82 citations recorded by the source corpus.
Subfields: Computer Vision and Pattern Recognition, Control and Systems Engineering, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/7c06789f71acd9447779f3b49214ff4ee7084ebf
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Computer Vision and Pattern Recognition
In Control and Systems Engineering
In Management Science and Operations Research
Citations in the corpus
- Bonferroni-Based Size-Correction for Nonstandard Testing Problems (2017, unknown): “…include Loh (1985), Stock (1991), Berger and Boos (1994), Silvapulle (1996), Staiger and Stock (1997), Hansen (2005b), Moon and Schorfheide (2009), Chaudhuri and Zivot (2011) and Romano et al. (2012).5 Romano et al. (2012), which applies a specific form of the S-Bonf CV to hypothesis testing in…”
- On the asymptotic sizes of subset Anderson-Rubin and Lagrange multiplier tests in linear instrumental variables regression (2012, methodology): “A refinement that improves on the power properties of the latter test was given in Chaudhuri and Zivot (2011).”
- Conditional Linear Combination Tests for Weakly Identified Models (2016, background): “Relatedly, the identification-robust statistics proposed by Chaudhuri and Zivot (2011) for testing composite hypotheses with weakly identified nuisance parameters are similar in structure to the J and K statistics considered here, and application of the approach of this paper to those statistics may”