IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS

DOI10.1017/S026646662100027XOpenAlexW2163550022MaRDI QIDQ5104479

Frank Kleibergen, Maurice J. G. Bun

Publication date: 12 September 2022

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2105.08346

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (1)

Finite underidentification

Cites Work

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