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The Federal Reserve's current framework for monetary policy : a review and assessment

Eberly, Janice C.; Stock, James H.; Wright, Jonathan H. - 2019

Persistent link: https://www.econbiz.de/10012060030

A survey of weak instruments and weak identification in generalized method of moments

Stock, James H.; Wright, Jonathan H.; Yogo, Motohiro - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 4, pp. 518-529

Persistent link: https://www.econbiz.de/10001705964

GMM with weak identification

Stock, James H.; Wright, Jonathan H. - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 5, pp. 1055-1096

Persistent link: https://www.econbiz.de/10001510570

The Federal Reserve's current framework for monetary policy : a review and assessment

Eberly, Janice C.; Stock, James H.; Wright, Jonathan H. - In: International journal of central banking : IJCB 16 (2020) 1, pp. 5-71

Persistent link: https://www.econbiz.de/10012621414

Asymptotics for GMM estomators with weak instruments

Stock, James H. - 1996

Persistent link: https://www.econbiz.de/10013453509

Asymptotics for GMM Estimators with Weak Instruments

Stock, James H.; Wright, Jonathan - National Bureau of Economic Research (NBER) - 1996

This paper develops asymptotic distribution theory for generalized method of moments (GMM) estimators and test statistics when some of the parameters are well identified, but others are poorly identified because of weak instruments. The asymptotic theory entails applying empirical process theory...

Persistent link: https://www.econbiz.de/10005601530