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Assessing the magnitude of the concentration parameter in a simultaneous equations model - MaRDI portal

Assessing the magnitude of the concentration parameter in a simultaneous equations model (Q3566436)

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Assessing the magnitude of the concentration parameter in a simultaneous equations model
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    Assessing the magnitude of the concentration parameter in a simultaneous equations model (English)
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    8 June 2010
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    admissibility
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    concentration parameter
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    exact distribution theory
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    local-to-zero asymptotics
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    weak identification
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    weak instruments
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