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Bootstrapping the GMM overidentification test under first-order underidentification - MaRDI portal

Bootstrapping the GMM overidentification test under first-order underidentification (Q2405903)

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scientific article
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English
Bootstrapping the GMM overidentification test under first-order underidentification
scientific article

    Statements

    title
    Bootstrapping the GMM overidentification test under first-order underidentification (English)
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    author
    Prosper Dovonon
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    Sílvia Gonçalves
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    publication date
    28 September 2017
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    zbMATH Keywords
    GMM
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    GMM overidentification test
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    rank deficiency
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    second-order local identification
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    bootstrap
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    Identifiers

    Mathematics Subject Classification ID
    62F40
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    62F03
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    62F10
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    62F12
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    zbMATH DE Number
    6782050
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    OpenAlex ID
    W570234618
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