Caner, Mehmet - In: Journal of Econometrics 182 (2014) 2, pp. 247-268
This paper investigates the Generalized Empirical Likelihood (GEL) estimators when there are local violations of the exogeneity condition (near exogeneity) in the case of many weak moments. We also examine the tradeoff between the degree of violation of the exogeneity and the number of nearly...