Inference When There is a Nuisance Parameter under the Alternative and Some Parameters are Possibly Weakly Identified

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Jonathan B. Hill

An Empirical Process P-Value Test When a Nuisance Parameter is Present Under Either or Both Hypotheses

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Jonathan B. Hill

Conditional Inference with a Functional Nuisance Parameter

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Isaiah Andrews | Anna Mikusheva

A New Method of Projection-Based Inference in GMM with Weakly Identified Nuisance Parameters

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Saraswata Chaudhuri | Eric W. Zivot

Polarization Measurement and Inference in Many Dimensions When Subgroups Cannot Be Identified

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Gordon John Anderson

A Class of Time-Varying Parameter Structural VARs for Inference under Exact or Set Identification

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Mark Bognanni

Inference of Local Regression in the Presence of Nuisance Parameters

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Ke-Li Xu

Public Nuisance Law When Politics Fails

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: David A. Dana

Rechtstreeks Verwachtingen Evalueren of de Nul Hypothese Toetsen? Nul Hypothese Toetsing Versus Bayesiaanse Model Selectie (Directly Evaluating Expectations or Testing the Null Hypothesis: Null Hypothesis Testing Versus Bayesian Model Selection)

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Rens van de Schoot | Herbert Hoijtink

Robust Inference in Models Identified via Heteroskedasticity

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Daniel Lewis

Estimation and Inference for Linear Panel Data Models under Misspecification when Both N and T are Large

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Antonio F. F. Galvao | Kengo Kato

Maximum Likelihood Inference in Weakly Identified DSGE Models

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Isaiah Andrews | Anna Mikusheva

Testing the Null Hypothesis of Stationarity in Fractionally Integrated Models

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Renaud Lacroix

Estimation and Inference in Over-Identified Structural Factor-Augmented VAR Models

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Xu Han

Frequentist Inference in Weakly Identified DSGE Models

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Pablo Guerron-Quintana | Atsushi Inoue | Lutz Kilian

Inference in Partially Identified Heteroskedastic Simultaneous Equations Models

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Helmut Luetkepohl | George Milunovich | Minxian Yang

Inference in Partially Identified Heteroskedastic Simultaneous Equations Models

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Helmut LLtkepohl | George Milunovich | Minxian Yang

Nuisance Law versus Tort Law When Transaction Costs are High. A Law and Economics Perspective of the Italian Legal System

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Enrico Baffi

Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Helmut LLtkepohl | Tomasz Wozniak

Combinatorial Bootstrap Inference in Partially Identified Incomplete Structural Models

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Marc Henry | Romuald Meango | Maurice Queyranne