Inference for iterated GMM under misspecification
From MaRDI portal
Recommendations
- The large sample behaviour of the generalized method of moments estimator in misspecified models
- GMM inference when the number of moment conditions in large
- GMM estimation and uniform subvector inference with possible identification failure
- GMM and misspecification correction for misspecified models with diverging number of parameters
- GMM with Many Moment Conditions
Cited in
(18)- A comparison of testing and estimation of firm conduct
- GMM and misspecification correction for misspecified models with diverging number of parameters
- Finite-sample corrected inference for two-step GMM in time series
- Examining bias in estimators of linear rational expectations models under misspecification
- Inference in dynamic discrete choice problems under local misspecification
- EFFICIENT METHOD OF MOMENTS IN MISSPECIFIED I.I.D. MODELS
- Sensitivity analysis using approximate moment condition models
- Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models
- Indirect inference estimation of dynamic panel data models
- Testing underidentification in linear models, with applications to dynamic panel and asset pricing models
- Robust inference for moment condition models without rational expectations
- Rate-adaptive bootstrap for possibly misspecified GMM
- Identifying the elasticity of substitution with biased technical change: a structural panel GMM estimator
- Double robust inference for continuous updating GMM
- An approximated exponentially tilted empirical likelihood estimator of moment condition models
- Non-independent component analysis
- A Generalized Poisson-Pseudo Maximum Likelihood Estimator
- A doubly corrected robust variance estimator for linear GMM
This page was built for publication: Inference for iterated GMM under misspecification
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5860144)
