Asymptotic F tests under possibly weak identification (Q2190247)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic F tests under possibly weak identification |
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Asymptotic F tests under possibly weak identification (English)
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18 June 2020
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heteroskedasticity and autocorrelation robust variance
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continuous updating GMM
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F distribution
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fixed-smoothing asymptotics
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weak identification
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