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Asymptotics for GMM Estimators with Weak Instruments
Stock, James H., (1996)
Small Sample Properties of Generalized Method of Moments Based Wald Tests
Burnside, Craig, (1994)
Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood
Otsu, Taisuke, (2008)
A Simple Test for Identification in GMM Under Conditional Moment Restrictions
Bravo, Francesco, (2011)
A simple test for identification in GMM under conditional moment restrictions
A Simple Test for Identification in GMM under Conditional Moment Restrictions
Bravo, Francesco, (2012)