Identification‐ and singularity‐robust inference for moment condition models (Q5132959)
From MaRDI portal
scientific article; zbMATH DE number 7273981
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification‐ and singularity‐robust inference for moment condition models |
scientific article; zbMATH DE number 7273981 |
Statements
Identification‐ and singularity‐robust inference for moment condition models (English)
0 references
12 November 2020
0 references
asymptotics
0 references
conditional likelihood ratio test
0 references
confidence set
0 references
identification
0 references
inference
0 references
moment conditions
0 references
robust
0 references
singular variance
0 references
subvector test
0 references
test
0 references
weak identification
0 references
weak instruments
0 references
