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Detecting lack of identification in GMM
Wright, Jonathan H.
- In:
Econometric theory
19
(
2003
)
2
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pp. 322-330
Persistent link: https://www.econbiz.de/10001743410
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PROBLEMS AND SOLUTIONS - PROBLEMS - An Empirical Likelihood Ratio Test for a Unit Root
Wright, Jonathan
- In:
Econometric theory
15
(
1999
)
2
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pp. 257
Persistent link: https://www.econbiz.de/10006989367
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Near Observational Equivalence and Theoretical Size Problems with Unit Root Tests
Faust, Jon
- In:
Econometric theory
12
(
1996
)
4
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pp. 724-732
Persistent link: https://www.econbiz.de/10007003404
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Local-to-Spurious Regression
Wright, Jonathan
- In:
Econometric theory
12
(
1996
)
3
,
pp. 585
Persistent link: https://www.econbiz.de/10007003671
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ARTICLES - The Local Asymptotic Power of Certain Tests for Fractional Integration
Wright, Jonathan H.
- In:
Econometric theory
15
(
1999
)
5
,
pp. 704-709
Persistent link: https://www.econbiz.de/10006986840
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DETECTING LACK OF IDENTIFICATION IN GMM
Wright, Jonathan H.
- In:
Econometric theory
19
(
2003
)
2
,
pp. 322-330
Persistent link: https://www.econbiz.de/10006969745
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