Efficient GMM with nearly-weak instruments (Q3406057)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient GMM with nearly-weak instruments |
scientific article |
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Efficient GMM with nearly-weak instruments (English)
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12 February 2010
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GMM
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instrumental variables
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weak identification
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Lagrange multiplier (LM)
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