Underidentification?
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Publication:528042
DOI10.1016/j.jeconom.2012.05.005zbMath1443.62424OpenAlexW4243824076MaRDI QIDQ528042
Enrique Sentana, Manuel Arellano, Lars Peter Hansen
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612001170
Related Items
Under-identification of structural models based on timing and information set assumptions, Detecting identification failure in moment condition models, Finite underidentification, Testing underidentification in linear models, with applications to dynamic panel and asset pricing models, The asymptotic properties of GMM and indirect inference under second-order identification, Underidentification?, Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach
Uses Software
Cites Work
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