Weak instrument inference in the presence of parameter instability

DOI10.1111/j.1368-423X.2012.00384.xMaRDI QIDQ5093191

Zhijie Xiao, Hong Li

Publication date: 26 July 2022

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

zbMATH Keywords

GMMweak instrumentsparameter instability

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Finite sample properties of the GMM Anderson–Rubin test

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