Identification‐ and singularity‐robust inference for moment condition models
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Publication:5132959
DOI10.3982/QE1219zbMath1453.62462MaRDI QIDQ5132959
Donald W. K. Andrews, Patrik Guggenberger
Publication date: 12 November 2020
Published in: Quantitative Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/qe1219
robust; identification; asymptotics; inference; weak instruments; confidence set; test; conditional likelihood ratio test; weak identification; moment conditions; singular variance; subvector test
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