3 papers
econ.EM2021
Implementing an Improved Test of Matrix Rank in Stata
Qihui Chen, Zheng Fang, Xun Huang
We develop a Stata command, bootranktest, for implementing the matrix rank test of Chen and Fang (2019) in linear instrumental variable regression models. Existing rank tests emplo…
econ.EM2019
Inference on Functionals under First Order Degeneracy
Qihui Chen, Zheng Fang
This paper presents a unified second order asymptotic framework for conducting inference on parameters of the form , where is unknown but can be estimated by $\hatθ_n…
econ.EM2018
Improved Inference on the Rank of a Matrix
Qihui Chen, Zheng Fang
This paper develops a general framework for conducting inference on the rank of an unknown matrix . A defining feature of our setup is the null hypothesis of the form $\mathrm…