robust to both misspecification and weak identification, hence its name. The minimizer is the so‐called pseudo‐true value … work where misspecification and weak identification are common, we use the DRLM test to analyze: the risk premia in Adrian …

(2015) this is not the case. Moreover, these exercises highlight the importance of using weak identification robust methods …

Baumeister and Hamilton (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. …

Baumeister and Hamilton (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. …