Nicky L. Grant

Selected Publications

Generalised Anderson-Rubin statistic based inference in the presence of a singular moment variance matrix

The particular concern of this paper is the construction of a confidence region with pointwise asymptotically […]

Nicky L. Grant, Richard J. Smith
30 January 2019 | CWP05/19
GEL-based inference with unconditional moment inequality restrictions

This paper studies the properties of generalised empirical likelihood (GEL) methods for the estimation of and […]

Nicky L. Grant, Richard J. Smith
28 March 2018 | CWP23/18