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Robust and Efficient Inference for Non-Regular Semiparametric Models
This paper considers hypothesis testing problems in semiparametric models which may be non- regular for certain values of a potentially …
Adam Lee
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Robust Inference in Structural VAR models Identified by non-Gaussianity
Existing methods that assume non-Gaussian distributions to identify parameters and conduct inference in SVAR models work poorly when …
Adam Lee, Geert Mesters, Lukas Hoesch
Robust Non-Gaussian Inference for Linear Simultaneous Equations Models
All parameters in linear simultaneous equations models can be identified (up to permutation and scale) if the underlying structural …
Adam Lee, Geert Mesters
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