Using invalid instruments on purpose : focused moment selection and averaging for GMM
Francis J. DiTraglia
| Year of publication: |
December 2016
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| Authors: | DiTraglia, Francis J. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 195.2016, 2, p. 187-208
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| Subject: | Moment selection | GMM estimation | Model averaging | Focused Information Criterion | Post-selection estimators | Momentenmethode | Method of moments | Theorie | Theory | Bayes-Statistik | Bayesian inference | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.07.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011705249