Testing the adequacy of conventional asymptotics in GMM (Q3004022)

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scientific article; zbMATH DE number 5902513
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    Testing the adequacy of conventional asymptotics in GMM
    scientific article; zbMATH DE number 5902513

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      Testing the adequacy of conventional asymptotics in GMM (English)
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      31 May 2011
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      instrumental variables
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      robust confidence sets
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      weak identification
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