Testing the adequacy of conventional asymptotics in GMM (Q3004022)

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Testing the adequacy of conventional asymptotics in GMM
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    Statements

    title
    Testing the adequacy of conventional asymptotics in GMM (English)
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    author
    Jonathan H. Wright
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    publication date
    31 May 2011
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    zbMATH Keywords
    instrumental variables
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    robust confidence sets
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    weak identification
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62M10
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    62F05
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    65C05
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    zbMATH DE Number
    5902513
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