Optimal Decision Rules for Weak GMM

DOI10.3982/ECTA18678zbMath1497.62306arXiv2007.04050OpenAlexW3041878285MaRDI QIDQ5087310

Anna Mikusheva, Isaiah Andrews

Publication date: 11 July 2022

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.04050

zbMATH Keywords

weak identificationlimit experimentquasi-Bayesnonlinear GMM

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric tolerance and confidence regions (62F25) Parametric hypothesis testing (62F03) Bayesian problems; characterization of Bayes procedures (62C10) Decision theory (91B06)

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