Inference for Iterated GMM Under Misspecification

DOI10.3982/ECTA16274zbMath1481.62026OpenAlexW3157891102MaRDI QIDQ5860144

Bruce E. Hansen, Seojeong Lee

Publication date: 18 November 2021

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta16274

zbMATH Keywords

generalized method of momentsmisspecificationcovariance matrix estimationoveridentification

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Economic growth models (91B62) Analysis of variance and covariance (ANOVA) (62J10)

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