Estimation and inference with a (nearly) singular Jacobian (Q3306069)
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scientific article; zbMATH DE number 7233214
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| English | 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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0.7794449925422668
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0.77840656042099
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0.7617917656898499
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0.760545551776886
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