The asymptotic properties of GMM and indirect inference under second-order identification
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Cites work
- scientific article; zbMATH DE number 777596 (Why is no real title available?)
- scientific article; zbMATH DE number 3059245 (Why is no real title available?)
- scientific article; zbMATH DE number 3070794 (Why is no real title available?)
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- Large Sample Properties of Generalized Method of Moments Estimators
- Likelihood-Based Estimation of Latent Generalized ARCH Structures
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- TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS
- Testing Parameters in GMM Without Assuming that They Are Identified
- Testing for common conditionally heteroskedastic factors
- The Skew-normal Distribution and Related Multivariate Families*
- The nature of sensitivity in monotone missing not at random models
- Underidentification?
Cited in
(14)- Folklore theorems, implicit maps, and indirect inference
- GMM Estimation of Non-Gaussian Structural Vector Autoregression
- On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators
- Identification of structural vector autoregressions through higher unconditional moments
- Specification testing for conditional moment restrictions under local identification failure
- Inference in second-order identified models
- GMM estimation and uniform subvector inference with possible identification failure
- Efficiency bounds for semiparametric models with singular score functions
- IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS
- Finite underidentification
- Specification testing with estimated variables
- Identification-Robust Inference With Simulation-Based Pseudo-Matching
- Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks
- Detecting identification failure in moment condition models
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