Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models

DOI10.2307/2171740zbMath0886.62116OpenAlexW2122480349MaRDI QIDQ4367741

Publication date: 10 May 1998

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/09d309cee5f28788abcb391bbbaf56c1ba62c835

zbMATH Keywords

identification testing cointegration dynamic model confidence sets structural model finite-sample theory weak intruments

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric tolerance and confidence regions (62F25) Statistical methods; economic indices and measures (91B82)

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