Showing 1 - 2 of 2
We consider conditional moment models under semi-strong identification. Identification strength is directly defined through the conditional moments that flatten as the sample size increases. Our new minimum distance estimator is consistent, asymptotically normal, robust to semi-strong...
Persistent link: https://www.econbiz.de/10010785287
Persistent link: https://www.econbiz.de/10010497144