A simple test for identification in GMM under conditional moment restrictions
Year of publication: |
2012
|
---|---|
Authors: | Bravo, Francesco ; Escanciano, Juan Carlos ; Otsu, Taisuke |
Published in: |
Essays in honor of Jerry Hausman. - Bingley [u.a.] : Emerald, ISBN 978-1-78190-307-0. - 2012, p. 455-477
|
Subject: | Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
-
Mao, Ching-sheng, (1990)
-
Testing parameters in GMM without assuming that they are identified
Kleibergen, Frank, (2001)
-
Small sample properties of generalized method of moments based Wald tests
Burnside, Craig, (1994)
- More ...
-
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
Bravo, Francesco, (2011)
-
A simple test for identification in GMM under conditional moment restrictions
Bravo, Francesco, (2011)
- More ...