GMM with Weak Identification
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Publication:4530981
DOI10.1111/1468-0262.00151zbMath1015.62105OpenAlexW2158179451MaRDI QIDQ4530981
James H. Stock, Jonathan H. Wright
Publication date: 28 May 2002
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1468-0262.00151
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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