Estimation and inference with a (nearly) singular Jacobian (Q3306069)

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scientific article; zbMATH DE number 7233214
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    Estimation and inference with a (nearly) singular Jacobian
    scientific article; zbMATH DE number 7233214

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      Estimation and inference with a (nearly) singular Jacobian (English)
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      12 August 2020
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      reparameterization
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      deficient rank Jacobian
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      asymptotic size
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      uniform inference
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      subvector inference
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      extremum estimators
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      identification
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      nonlinear models
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      Wald test
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      weak identification
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      underidentification
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