Estimation and Inference With Weak, Semi-Strong, and Strong Identification
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Publication:2859529
DOI10.3982/ECTA9456zbMath1274.62160MaRDI QIDQ2859529
Xu Cheng, Donald W. K. Andrews
Publication date: 8 November 2013
Published in: Econometrica (Search for Journal in Brave)
identificationnonlinear modelsestimatorconfidence settestweak identificationasymptotic sizestrong identification
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Parametric hypothesis testing (62F03) Point estimation (62F10) Parametric inference under constraints (62F30) General nonlinear regression (62J02)
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