GMM with Many Moment Conditions (Q5393883)

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

    Statements

    title
    GMM with Many Moment Conditions (English)
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    author
    Chirok Han
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    Peter C. B. Phillips
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    published in
    Econometrica
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    publication date
    24 October 2006
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    zbMATH Keywords
    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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    Identifiers

    zbMATH DE Number
    5066815
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    OpenAlex ID
    W2167880278
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