Using invalid instruments on purpose: focused moment selection and averaging for GMM (Q337769)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using invalid instruments on purpose: focused moment selection and averaging for GMM |
scientific article |
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Using invalid instruments on purpose: focused moment selection and averaging for GMM (English)
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3 November 2016
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moment selection
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GMM estimation
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model averaging
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focused information criterion
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post-selection estimators
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