Testing parameters in GMM without assuming that they are identified
Year of publication: |
2005
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Authors: | Kleibergen, Frank |
Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 73.2005, 4, p. 1103-1123
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Subject: | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Theorie | Theory | Momentenmethode | Method of moments |
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