Inference for iterated GMM under misspecification
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Publication:5860144
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- Inference in dynamic discrete choice problems under local misspecification
- Indirect inference estimation of dynamic panel data models
- Finite-sample corrected inference for two-step GMM in time series
- Testing underidentification in linear models, with applications to dynamic panel and asset pricing models
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- Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models
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