Keyphrases
Asymptotic Size
73%
Linear Instrumental Variables
34%
Confidence Interval
25%
Test Statistic
25%
T-statistic
21%
Instrumental Variable Regression
21%
Conditional Heteroskedasticity
21%
Size Distortion
20%
Instrumental Variable Model
19%
Likelihood Estimator
19%
Weak Identification
19%
Generalized Empirical Likelihood
19%
Asymptotic Distribution
16%
Hypothesis Testing
16%
Subvector
16%
M-out-of-n Bootstrap
15%
Empirical Likelihood
14%
Weak Instruments
13%
Autoregressive Parameters
13%
Confidence Set
12%
Moment Inequalities
11%
Moment Condition Models
11%
Two-stage Test
11%
Test of Overidentifying Restrictions
11%
Likelihood Ratio
10%
Strong Identification
10%
Exogeneity
10%
Parameter Space
10%
Kronecker Structure
9%
Quasi-likelihood Ratio Test
9%
Covariance Matrix
9%
Statistical Methods
9%
Monte Carlo
9%
Testing Interval
8%
Homoskedasticity
8%
Size-dependent Properties
8%
Size Correction
7%
Parameter Vector
7%
Correction Method
7%
Model Selection
7%
Coverage Probability
7%
Likelihood Test
7%
Partial Identification
7%
Limited Information Maximum Likelihood
7%
Conditional Likelihood
7%
Least Squares Estimator
7%
Finite Sample
7%
Heavy Tails
7%
First-order Autoregressive Model
7%
Misspecification
7%
Mathematics
Asymptotics
100%
Conditionals
39%
Empirical Likelihood
25%
Confidence Interval
22%
Test Statistic
21%
Variable Model
21%
Least Square
21%
Moment Condition
16%
Asymptotic Distribution
16%
Hypothesis Test
14%
Monte Carlo
14%
Likelihood Estimator
13%
Confidence Set
12%
Likelihood Ratio Test
12%
Periodogram
11%
Moment Inequality
11%
Autoregressive Model
11%
Conditional Likelihood
11%
Square Estimator
10%
Bootstrapping
10%
Quasi-Likelihood
9%
Orthogonality
9%
Parameter Space
9%
Variance
9%
Model Selection
9%
Monte Carlo Study
8%
Null
8%
Product Structure
8%
Covariance Matrix
8%
Asymptotic Bias
7%
Probability Theory
7%
Probability of Coverage
7%
Parameter Vector
7%
Regressors
7%
Heavy Tail
7%
Lagrange Multiplier Test
6%
Statistics
6%
Moment Problem
6%
Simple Hypothesis
6%
Dependent Data
6%
Regression Estimator
5%
Unit Root Process
5%
Random Effect
5%
Generalized Least Squares
5%
True Parameter
5%
Lagrange Multiplier Method
5%
Confidence Region
5%
Time Series Model
5%
Pointwise
5%
Likelihood Ratio
5%
