Specification testing for conditional moment restrictions under local identification failure (Q6646161)
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scientific article; zbMATH DE number 7951808
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Specification testing for conditional moment restrictions under local identification failure |
scientific article; zbMATH DE number 7951808 |
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Specification testing for conditional moment restrictions under local identification failure (English)
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29 November 2024
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GMM
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conditional moment restrictions
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test for overidentifying restrictions
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local and global identification
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first-order local identification failure
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second-order local identification
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\(U\)-statistics
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strong mixing dependence
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robustness
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