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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| English | A new method of projection-based inference in GMM with weakly identified nuisance parameters |
scientific article; zbMATH DE number 6616776 |
Statements
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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0.7462050914764404
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0.7462045550346375
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0.7416670918464661
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0.7384403347969055
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0.7305412292480469
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