Conditional moment models under semi-strong identification

DOI10.1016/J.JECONOM.2014.04.008MaRDI QIDQ2451801zbMATH OpenOpenAlexFDO

Authors Bertille Antoine, Pascal Lavergne

Publication date 4 June 2014

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2014.04.008

zbMATH Keywords

conditional momentsidentificationminimum distance estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

Recommendations

• Testing under weak identification with conditional moment restrictions
• Semiparametric tests of conditional moment restrictions under weak or partial identification
• Inference in semiparametric conditional moment models with partial identification
• Estimation and inference with weak, semi-strong, and strong identification
• Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables

Cites work

• Alternative Approximations to the Distributions of Instrumental Variable Estimators
• Asymptotic distributions of instrumental variables statistics with many instruments
• Consistent Estimation of Models Defined by Conditional Moment Restrictions
• Consistent Estimation with a Large Number of Weak Instruments
• Consistent model specification tests
• Discontinuities of weak instrument limiting distributions.
• Efficient GMM with nearly-weak instruments
• Efficient minimum distance estimation with multiple rates of convergence
• Estimation and inference with weak, semi-strong, and strong identification
• Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations
• Generalization of GMM to a continuum of moment conditions
• Generalized Method of Moments With Many Weak Moment Conditions
• GMM with Many Moment Conditions
• GMM with Weak Identification
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 775283 (Why is no real title available?)
• Instrumental variable estimation with heteroskedasticity and many instruments
• Instrumental Variables Regression with Weak Instruments
• Semiparametric tests of conditional moment restrictions under weak or partial identification
• Simulation and the Asymptotics of Optimization Estimators
• Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory
• Some Properties of a Modification of the Limited Information Estimator
• Testing under weak identification with conditional moment restrictions
• Testing, Estimation in GMM and CUE with Nearly-Weak Identification

Cited in

(8)

• The indirect continuous-GMM estimation
• Sign tests for weak principal directions
• Semiparametric tests of conditional moment restrictions under weak or partial identification
• Irregular identification, support conditions, and inverse weight estimation
• The Conditional Moment Closure Model
• Testing under weak identification with conditional moment restrictions
• Theory of weak identification in semiparametric models
• Identification-robust nonparametric inference in a linear IV model

This page was built for publication: Conditional moment models under semi-strong identification

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2451801)