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A new method of projection-based inference in GMM with weakly identified nuisance parameters - MaRDI portal

A new method of projection-based inference in GMM with weakly identified nuisance parameters

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Publication:738026

DOI10.1016/j.jeconom.2011.05.012zbMath1441.62633OpenAlexW4300555265MaRDI QIDQ738026

Saraswata Chaudhuri, Eric Zivot

Publication date: 12 August 2016

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

Full work available at URL: https://doi.org/10.17615/dq1z-pe12




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