Estimation and inference with a (nearly) singular Jacobian (Q3306069): Difference between revisions

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Estimation and inference with a (nearly) singular Jacobian
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    Estimation and inference with a (nearly) singular Jacobian (English)
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    12 August 2020
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    reparameterization
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    deficient rank Jacobian
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    asymptotic size
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    uniform inference
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    subvector inference
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    extremum estimators
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    identification
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    nonlinear models
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    Wald test
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    weak identification
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    underidentification
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