Underidentification? (Q528042)

From MaRDI portal

Revision as of 18:51, 13 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Jump to:navigation, search

This is the item page for this Wikibase entity, intended for internal use and editing purposes.

Please use this page instead for the normal view: Underidentification?

scientific article

Language	Label	Description	Also known as
English	Underidentification?	scientific article

Statements

scholarly article

0 references

Underidentification? (English)

0 references

Manuel Arellano

0 references

Enrique Sentana

0 references

Lars Peter Hansen

0 references

Journal of Econometrics

0 references

publication date

12 May 2017

0 references

full work available at URL

http://www.sciencedirect.com/science/article/pii/S0304407612001170

0 references

describes a project that uses

0 references

MaRDI profile type

MaRDI publication profile

0 references

Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations

0 references

Panel Data Econometrics

0 references

Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

0 references

Underidentification?

0 references

Efficient estimation of general dynamic models with a continuum of moment conditions

0 references

GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS

0 references

EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION

0 references

Estimation and Confidence Regions for Parameter Sets in Econometric Models

0 references

Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations

0 references

Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*

0 references

Inferring the rank of a matrix

0 references

Algorithm AS 256: The Distribution of a Quadratic Form in Normal Variables

0 references

Restrictions on the Reduced Form and the Rank and Order Conditions

0 references

Large Sample Properties of Generalized Method of Moments Estimators

0 references

A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators

0 references

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

0 references

0 references

On the Normalization of Structural Equations: Properties of Direction Estimators

0 references

Computing the distribution of quadratic forms in normal variables

0 references

Testing Parameters in GMM Without Assuming that They Are Identified

0 references

0 references

0 references

0 references

Identification in Parametric Models

0 references

The Estimation of Economic Relationships using Instrumental Variables

0 references

0 references

Identification and Lack of Identification

0 references

0 references

GMM with Weak Identification

0 references

DETECTING LACK OF IDENTIFICATION IN GMM

0 references

CONSISTENCY OF PLUG-IN ESTIMATORS OF UPPER CONTOUR AND LEVEL SETS

0 references

Identifiers

zbMATH Open document ID

0 references

10.1016/j.jeconom.2012.05.005

0 references

Mathematics Subject Classification ID

0 references

zbMATH DE Number

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:528042

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q528042&oldid=36320787"