Identification‐ and singularity‐robust inference for moment condition models (Q5132959): Difference between revisions

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Latest revision as of 10:43, 30 July 2024

scientific article; zbMATH DE number 7273981
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English
Identification‐ and singularity‐robust inference for moment condition models
scientific article; zbMATH DE number 7273981

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    Identification‐ and singularity‐robust inference for moment condition models (English)
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    12 November 2020
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    asymptotics
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    conditional likelihood ratio test
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    confidence set
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    identification
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    inference
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    moment conditions
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    robust
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    singular variance
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    subvector test
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    test
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    weak identification
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    weak instruments
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