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Testing Parameters in GMM Without Assuming that They Are Identified - MaRDI portal

Testing Parameters in GMM Without Assuming that They Are Identified (Q5393926)

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scientific article; zbMATH DE number 5066857
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Testing Parameters in GMM Without Assuming that They Are Identified
scientific article; zbMATH DE number 5066857

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    Testing Parameters in GMM Without Assuming that They Are Identified (English)
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    24 October 2006
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    weak instruments
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    size distortions
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    covariance matrix estimators
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    stochastic discount factors
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