A Simple Test for Identification in GMM under Conditional Moment Restrictions
Year of publication: |
2012
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Authors: | Bravo, Francesco ; Carlos Escanciano, Juan ; Otsu, Taisuke |
Subject: | Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
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Mao, Ching-sheng, (1990)
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Testing parameters in GMM without assuming that they are identified
Kleibergen, Frank, (2001)
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Small sample properties of generalized method of moments based Wald tests
Burnside, Craig, (1994)
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A Simple Test for Identification in GMM under Conditional Moment Restrictions
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A simple test for identification in GMM under conditional moment restrictions
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