Sensitivity Analysis of Inference in GMM Estimation With Possibly-Flawed Moment Conditions
Year of publication: |
2013
|
---|---|
Authors: | Ashley, Richard A. ; Parmeter, Christopher F. |
Institutions: | Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech) |
Subject: | Robustness | invalid instruments | flawed instruments | instrumental variables | sensitivity analysis | GMM | generalized method of moments |
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