Using invalid instruments on purpose: focused moment selection and averaging for GMM

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Publication:337769

DOI10.1016/j.jeconom.2016.07.006zbMath1443.62441arXiv1408.0705OpenAlexW3124377371MaRDI QIDQ337769

Francis J. DiTraglia

Publication date: 3 November 2016

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

Full work available at URL: https://arxiv.org/abs/1408.0705



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