Factor-GMM estimation with large sets of possibly weak instruments (Q2445717): Difference between revisions

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Latest revision as of 10:23, 8 July 2024

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Factor-GMM estimation with large sets of possibly weak instruments
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    Factor-GMM estimation with large sets of possibly weak instruments (English)
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    14 April 2014
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    factor models
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    principal components
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    instrumental variables
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    GMM
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    weak instruments
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    DSGE models
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