Bootstrapping the GMM overidentification test under first-order underidentification (Q2405903)
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scientific article; zbMATH DE number 6782050
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| default for all languages | No label defined |
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| English | Bootstrapping the GMM overidentification test under first-order underidentification |
scientific article; zbMATH DE number 6782050 |
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Bootstrapping the GMM overidentification test under first-order underidentification (English)
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28 September 2017
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GMM
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GMM overidentification test
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rank deficiency
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second-order local identification
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bootstrap
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0.8274944424629211
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0.8274944424629211
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0.8160935640335083
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0.8142480254173279
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