GMM with Weak Identification (Q4530981)

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scientific article; zbMATH DE number 1746799
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English
GMM with Weak Identification
scientific article; zbMATH DE number 1746799

    Statements

    title
    GMM with Weak Identification (English)
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    author
    James H. Stock
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    Jonathan H. Wright
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    published in
    Econometrica
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    publication date
    28 May 2002
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    zbMATH Keywords
    instrumental variables
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    empirical processes
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    Euler equation estimation
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    asset pricing
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62E20
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    62P20
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    zbMATH DE Number
    1746799
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    OpenAlex ID
    W2158179451
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