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GMM estimation and uniform subvector inference with possible identification failure
Andrews, Donald W. K.
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Cheng, Xu
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Econometric theory
30
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2014
)
2
,
pp. 287-333
Persistent link: https://www.econbiz.de/10010399765
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Instrumental variable estimation of structural var models robust to possible nonstationarity
Cheng, Xu
;
Han, Xu
;
Inoue, Atsushi
- In:
Econometric theory
38
(
2022
)
5
,
pp. 845-874
Persistent link: https://www.econbiz.de/10013469680
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