Cover Image

Conditional Likelihood Ratio Test with Many Weak Instruments

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Ayyar, Sreevidya, Matsushita, Yukitoshi, Otsu, Taisuke
Format:	Preprint
Published:	2022
Subjects:	Econometrics Statistics Theory
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Empirical Likelihood for Random Forests and Ensembles
by: Chiang, Harold D., et al.
Published: (2025)

Optimal testing in a class of nonregular models
by: Shimizu, Yuya, et al.
Published: (2024)

Random sets from the perspective of metric statistics
by: Kurisu, Daisuke, et al.
Published: (2025)

Regression adjustment in completely randomized experiments with many covariates
by: Chiang, Harold D, et al.
Published: (2023)

Multiway empirical likelihood
by: Chiang, Harold D, et al.
Published: (2021)

An Identification and Dimensionality Robust Test for Instrumental Variables Models
by: Navjeevan, Manu
Published: (2023)

A Residuals-Based Nonparametric Variance Ratio Test for Cointegration
by: Reichold, Karsten
Published: (2022)

Testing Conditional Stochastic Dominance at Target Points
by: Bugni, Federico A., et al.
Published: (2025)

Penalized Likelihood for Dyadic Network Formation Models with Degree Heterogeneity
by: Yan, Zizhong, et al.
Published: (2026)

Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models
by: Krabbe, Frederik
Published: (2024)

Testing Goodness-of-Fit for Conditional Distributions: A New Perspective based on Principal Component Analysis
by: Rui, Cui, et al.
Published: (2024)

Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review
by: Barigozzi, Matteo
Published: (2023)

Beyond the Mean: Limit Theory and Tests for Infinite-Mean Autoregressive Conditional Durations
by: Cavaliere, Giuseppe, et al.
Published: (2025)

Local Identification in Instrumental Variable Multivariate Quantile Regression Models
by: Kono, Haruki
Published: (2024)

A Test for Jumps in Metric-Space Conditional Means
by: Van Dijcke, David
Published: (2025)

Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm
by: Barigozzi, Matteo, et al.
Published: (2019)

Possibilistic Instrumental Variable Regression
by: Steiner, Gregor, et al.
Published: (2025)

Regression Discontinuity Design with Potentially Many Covariates
by: Arai, Yoichi, et al.
Published: (2021)

The Canonical Decomposition of Factor Models: Weak Factors are Everywhere
by: Gersing, Philipp, et al.
Published: (2023)

On Robust Empirical Likelihood for Nonparametric Regression with Application to Regression Discontinuity Designs
by: Fang, Qin, et al.
Published: (2025)

Weak Identification with Bounds in a Class of Minimum Distance Models
by: Cox, Gregory Fletcher
Published: (2020)

Distributional Instruments: Identification and Estimation with Quantile Least Squares
by: Cherodian, Rowan, et al.
Published: (2026)

Bayesian Model Averaging in Causal Instrumental Variable Models
by: Steiner, Gregor, et al.
Published: (2025)

Bootstrap Diagnostic Tests
by: Cavaliere, Giuseppe, et al.
Published: (2025)

Encompassing Tests for Nonparametric Regressions
by: Lapenta, Elia, et al.
Published: (2022)

Superconsistency of Tests in High Dimensions
by: Kock, Anders Bredahl, et al.
Published: (2021)

Semiparametric Conditional Factor Models in Asset Pricing
by: Chen, Qihui, et al.
Published: (2021)

Higher-Order Neyman Orthogonality in Moment-Condition Models
by: Bonhomme, Stéphane, et al.
Published: (2026)

High Dimensional Factor Analysis with Weak Factors
by: Choi, Jungjun, et al.
Published: (2024)

Location Characteristics of Conditional Selective Confidence Intervals via Polyhedral Methods
by: Dzemski, Andreas, et al.
Published: (2025)

Testing for Endogeneity: A Moment-Based Bayesian Approach
by: Chib, Siddhartha, et al.
Published: (2026)

Testing for equivalence of pre-trends in Difference-in-Differences estimation
by: Dette, Holger, et al.
Published: (2023)

Nested Nonparametric Instrumental Variable Regression
by: Meza, Isaac, et al.
Published: (2021)

A Consistent ICM-based $χ^2$ Specification Test
by: Jiang, Feiyu, et al.
Published: (2022)

Testing for sparse idiosyncratic components in factor-augmented regression models
by: Beyhum, Jad, et al.
Published: (2023)

Locally Regular and Efficient Tests in Non-Regular Semiparametric Models
by: Lee, Adam
Published: (2024)

Weak-instrument-robust subvector inference in instrumental variables regression: A subvector Lagrange multiplier test and properties of subvector Anderson-Rubin confidence sets
by: Londschien, Malte, et al.
Published: (2024)

The Fixed-b Limiting Distribution and the ERP of HAR Tests Under Nonstationarity
by: Casini, Alessandro
Published: (2021)

On the Realized Joint Laplace Transform of Volatilities with Application to Test the Volatility Dependence
by: Feng, XinWei, et al.
Published: (2025)

Power Bounds and Efficiency Loss for Asymptotically Optimal Tests in IV Regression
by: Moreira, Marcelo J., et al.
Published: (2026)