Detecting invalid instruments using \(L_{1}\)-GMM (Q1934944): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/j.econlet.2008.09.004
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+W3123081692
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@@ Property / cites work @@
+Asymptotic Theory of Least Absolute Error Regression
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+Consistent Estimation with a Large Number of Weak Instruments
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+THE PROPERTIES OF <i>L</i><sub><i>p</i></sub>-GMM ESTIMATORS
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+GMM with Many Moment Conditions
@@ Property / cites work: GMM with Many Moment Conditions / rank @@
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+Instrumental Variables Regression with Weak Instruments
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