Hoesch, Lukas; Lee, Adam; Mesters, Geert - In: Quantitative economics : QE ; journal of the … 15 (2024) 2, pp. 523-570
data for identification fail to yield correct coverage for structural functions of the model parameters when deviations … (2015) this is not the case. Moreover, these exercises highlight the importance of using weak identification robust methods … to assess estimation uncertainty when using non-Gaussianity for identification. …