Asymptotic F tests under possibly weak identification (Q2190247)
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scientific article; zbMATH DE number 7213067
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| default for all languages | No label defined |
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| English | Asymptotic F tests under possibly weak identification |
scientific article; zbMATH DE number 7213067 |
Statements
Asymptotic F tests under possibly weak identification (English)
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18 June 2020
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heteroskedasticity and autocorrelation robust variance
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continuous updating GMM
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F distribution
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fixed-smoothing asymptotics
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weak identification
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0.8177999258041382
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0.8165391087532043
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0.8080815672874451
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0.8052753210067749
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0.8051750063896179
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