Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics
Year of publication: |
2014
|
---|---|
Authors: | Caner, Mehmet |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 182.2014, 2, p. 247-268
|
Publisher: |
Elsevier |
Subject: | Violation of exogeneity | Anderson–Rubin test | Asymptotic size |
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