Finite underidentification

DOI10.1016/J.JECONOM.2024.105692MaRDI QIDQ6199633zbMATH OpenFDO

Authors Enrique Sentana

Publication date 21 March 2024

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JECONOM.2024.105692

zbMATH Keywords

generalised method of momentsfinite setidentification test

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

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• Detecting lack of identification in GMM
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• Estimation and Confidence Regions for Parameter Sets in Econometric Models
• IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS
• Identification and Lack of Identification
• Identification in Parametric Models
• Identification of peer effects through social networks
• Inference in second-order identified models
• Large Sample Properties of Generalized Method of Moments Estimators
• Likelihood-based inference with singular information matrix
• On standard inference for GMM with local identification failure of known forms
• On the Normalization of Structural Equations: Properties of Direction Estimators
• Panel Data Econometrics
• Redundancy of moment conditions
• Robust likelihood estimation of dynamic panel data models
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
• Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach
• Testing Parameters in GMM Without Assuming that They Are Identified
• Testing for common conditionally heteroskedastic factors
• The asymptotic properties of GMM and indirect inference under second-order identification
• Under-identification of structural models based on timing and information set assumptions
• Underidentification?

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