A new method of projection-based inference in GMM with weakly identified nuisance parameters (Q738026)

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scientific article; zbMATH DE number 6616776
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    A new method of projection-based inference in GMM with weakly identified nuisance parameters
    scientific article; zbMATH DE number 6616776

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      A new method of projection-based inference in GMM with weakly identified nuisance parameters (English)
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      12 August 2016
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      projection test
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      nuisance parameters
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      \(C(\alpha)\) statistic
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      GMM
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      weak identification
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