GMM estimation and uniform subvector inference with possible identification failure
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Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Robustness and adaptive procedures (parametric inference) (62F35) General nonlinear regression (62J02)
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Cites work
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Cited in
(40)- Identification problem of GMM estimators for short panel data models with interactive fixed effects
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