Near exogeneity and weak identification in generalized empirical likelihood estimators : many moment asymptotics
Year of publication: |
2014
|
---|---|
Authors: | Caner, Mehmet |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 182.2014, 2, p. 247-268
|
Subject: | Violation of exogeneity | Anderson-Rubin test | Asymptotic size | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Momentenmethode | Method of moments |
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