GMM with Weak Identification
- 1 September 2000
- journal article
- Published by The Econometric Society in Econometrica
- Vol. 68 (5), 1055-1096
- https://doi.org/10.1111/1468-0262.00151
Abstract
No abstract availableKeywords
This publication has 39 references indexed in Scilit:
- Inference on Structural Parameters in Instrumental Variables Regression with Weak InstrumentsEconometrica, 1998
- Structural Models of the Liquidity EffectThe Review of Economics and Statistics, 1998
- Stochastic Equicontinuity for Unbounded Dependent Heterogeneous ArraysEconometric Theory, 1996
- Judging Instrument Relevance in Instrumental Variables EstimationInternational Economic Review, 1996
- On the Exact Small Sample Distribution of the Instrumental Variable EstimatorEconometrica, 1992
- Modeling the term structure of interest rates under non-separable utility and durability of goodsJournal of Financial Economics, 1986
- Identification and Lack of IdentificationEconometrica, 1983
- Consumption, asset markets and macroeconomic fluctuationsCarnegie-Rochester Conference Series on Public Policy, 1982
- Asymptotic Expansions of the Distributions of Estimates in Simultaneous Equations for Alternative Parameter SequencesEconometrica, 1977
- Estimation of the Parameters of a Single Equation in a Complete System of Stochastic EquationsThe Annals of Mathematical Statistics, 1949