Using invalid instruments on purpose : focused moment selection and averaging for GMM
Year of publication: |
December 2016
|
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Authors: | DiTraglia, Francis J. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 195.2016, 2, p. 187-208
|
Subject: | Moment selection | GMM estimation | Model averaging | Focused Information Criterion | Post-selection estimators | Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Modellierung | Scientific modelling |
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