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Hypothesis testing and finite sample properties of generalized method of moments estimators : a Monte Carlo study
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)
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