Nearly-singular design in GMM and generalized empirical likelihood estimators

DOI10.1016/J.JECONOM.2008.04.008zbMath1418.62107OpenAlexW3125450628MaRDI QIDQ295412

Mehmet Caner

Publication date: 13 June 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2008.04.008

zbMATH Keywords

rate of convergencesingular matrixsmall sample properties

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Point estimation (62F10)

Related Items (7)

Nearly-singular design in GMM and generalized empirical likelihood estimators ⋮ STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA ⋮ Residual bootstrap tests in linear models with many regressors ⋮ Efficient minimum distance estimation with multiple rates of convergence ⋮ CUE with many weak instruments and nearly singular design ⋮ Count Data Models with Correlated Unobserved Heterogeneity ⋮ Identification strength with a large number of moments

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