Underidentification?
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Publication:528042
DOI10.1016/j.jeconom.2012.05.005zbMath1443.62424OpenAlexW4243824076MaRDI QIDQ528042
Enrique Sentana, Manuel Arellano, Lars Peter Hansen
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612001170
Related Items (7)
Under-identification of structural models based on timing and information set assumptions ⋮ Detecting identification failure in moment condition models ⋮ Finite underidentification ⋮ Testing underidentification in linear models, with applications to dynamic panel and asset pricing models ⋮ The asymptotic properties of GMM and indirect inference under second-order identification ⋮ Underidentification? ⋮ Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach
Uses Software
Cites Work
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