Identification‐ and singularity‐robust inference for moment condition models
Year of publication: |
2019
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Authors: | Andrews, Donald W. K. ; Guggenberger, Patrik |
Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - Oxford [u.a.] : Wiley, ISSN 1759-7331, ZDB-ID 2569569-1. - Vol. 10.2019, 4, p. 1703-1746
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Subject: | Asymptotics | conditional likelihood ratio test | confidence set | identification | inference | moment conditions | robust | singular variance | subvector test | test | weak identification | weak instruments | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference | IV-Schätzung | Instrumental variables | Momentenmethode | Method of moments | Bootstrap-Verfahren | Bootstrap approach |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3982/QE1219 [DOI] hdl:10419/217178 [Handle] |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C12 - Hypothesis Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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