Detecting lack of identification in GMM
Year of publication: |
2003
|
---|---|
Authors: | Wright, Jonathan H. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 19.2003, 2, p. 322-330
|
Subject: | CAPM | Theorie | Theory | Momentenmethode | Method of moments | IV-Schätzung | Instrumental variables |
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