GMM with Many Moment Conditions
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Publication:5393883
DOI10.1111/j.1468-0262.2006.00652.xzbMath1112.62136MaRDI QIDQ5393883
Peter C. B. Phillips, Chirok Han
Publication date: 24 October 2006
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d15/d1515.pdf
signal; GMM; irrelevant instruments; panel models; IV; epiconvergence; large numbers of instruments; LIML estimation; pseudo true value; signal variability; weak instrumentation
62F12: Asymptotic properties of parametric estimators
62P20: Applications of statistics to economics
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