A Simple Test for Identification in GMM under Conditional Moment Restrictions (Q5133591): Difference between revisions
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Revision as of 18:56, 5 March 2024
scientific article; zbMATH DE number 7272455
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Simple Test for Identification in GMM under Conditional Moment Restrictions |
scientific article; zbMATH DE number 7272455 |
Statements
A Simple Test for Identification in GMM under Conditional Moment Restrictions (English)
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10 November 2020
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conditional moment restrictions
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generalized method of moments (GMM)
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global identification
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Hausman test
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asset pricing
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