Applications of subsampling, hybrid, and size-correction methods SPECIFICATION ANALYSIS IN HONOR OF PHOEBUS J. DHRYMES

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Bibliographic Details
Published inJournal of econometrics Vol. 158; no. 2; pp. 285 - 305
Main Authors ANDREWS, Donald W. K, GUGGENBERGER, Patrik
Format Journal Article
LanguageEnglish
Published Amsterdam Elsevier 2010
Subjects
Applications
Distribution theory
Exact sciences and technology
Insurance, economics, finance
Limit theorems
Linear inference, regression
Mathematics
Probability and statistics
Probability theory and stochastic processes
Sciences and techniques of general use
Statistics
Subsampling test
Statistical distribution
Sample size
Non parametric estimation
Probability distribution
Linear model
Asymptotic size
Limit distribution
Least squares method
Weak instrument
Distribution function
Hybrid test
Sample survey
Subsampling confidence interval
Instrumental variable
Discontinuity
Test statistic
Over-rejection
Linear regression
C12
C15
Finite sample
Size correction
Probability
Finite-sample size
Statistical estimation
Parameter near boundary
Confidence interval
T statistic
Statistical method
Statistical regression
Sampling theory
Regression model
Econometrics
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ISSN:0304-4076
1872-6895