Guggenberger, Patrik; Smith, Richard - Centre for Microdata Methods and Practice (CEMMAP) - 2005
the papers on robust testing with weak identification are written for the linear i.i.d.
instrumental variables model … here as in Kitamura and Stutzer (1997)
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The function g isallowedtodependonthesamplesizen to model weak identification, see …, C31.
Keywords: Generalized Empirical Likelihood, Nonlinear Moment Conditions, Similar Tests, Size
Distortion, Weak …