Detecting identification failure in moment condition models

DOI10.1016/j.jeconom.2023.105552arXiv1907.13093OpenAlexW3123785450MaRDI QIDQ6193010

Jean-Jacques Forneron

Publication date: 13 February 2024

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.13093

zbMATH Keywords

asset pricingindirect inferenceuniform inferenceglobal identification

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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