Identification‐ and singularity‐robust inference for moment condition models

DOI10.3982/QE1219zbMath1453.62462OpenAlexW3123487232MaRDI QIDQ5132959

Donald W. K. Andrews, Patrik Guggenberger

Publication date: 12 November 2020

Published in: Quantitative Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/qe1219

zbMATH Keywords

robustidentificationasymptoticsinferenceweak instrumentsconfidence settestconditional likelihood ratio testweak identificationmoment conditionssingular variancesubvector test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35)

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