Using invalid instruments on purpose: focused moment selection and averaging for GMM (Q337769)
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scientific article; zbMATH DE number 6647320
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| English | Using invalid instruments on purpose: focused moment selection and averaging for GMM |
scientific article; zbMATH DE number 6647320 |
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Using invalid instruments on purpose: focused moment selection and averaging for GMM (English)
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3 November 2016
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moment selection
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GMM estimation
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model averaging
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focused information criterion
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post-selection estimators
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0.8841847
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0.8251942
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0.8239947
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0.8210106
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0.81930155
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0.81671524
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0.81650525
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0.81532574
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