GMM with Many Moment Conditions (Q5393883)

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scientific article; zbMATH DE number 5066815
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GMM with Many Moment Conditions
scientific article; zbMATH DE number 5066815

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    GMM with Many Moment Conditions (English)
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    24 October 2006
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    epiconvergence
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    GMM
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    irrelevant instruments
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    IV
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    large numbers of instruments
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    LIML estimation
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    panel models
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    pseudo true value
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    signal
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    signal variability
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    weak instrumentation
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