Finite underidentification

Cites Work

Large Sample Properties of Generalized Method of Moments Estimators
Efficient estimation of models for dynamic panel data
Identification of peer effects through social networks
Underidentification?
Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach
Redundancy of moment conditions
Likelihood-based inference with singular information matrix
The asymptotic properties of GMM and indirect inference under second-order identification
Robust likelihood estimation of dynamic panel data models
Inference in second-order identified models
Bootstrapping the GMM overidentification test under first-order underidentification
ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES
Identification and Lack of Identification
On the Normalization of Structural Equations: Properties of Direction Estimators
DETECTING LACK OF IDENTIFICATION IN GMM
ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS
Panel Data Econometrics
IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS
CONSISTENCY OF PLUG-IN ESTIMATORS OF UPPER CONTOUR AND LEVEL SETS
Testing Parameters in GMM Without Assuming that They Are Identified
Testing for Common Conditionally Heteroskedastic Factors
Estimation and Confidence Regions for Parameter Sets in Econometric Models
Identification in Parametric Models
Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
Under-identification of structural models based on timing and information set assumptions
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