Finite Underidentification
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Cited by:
- Dovonon, Prosper & Hall, Alastair R., 2018. "The asymptotic properties of GMM and indirect inference under second-order identification," Journal of Econometrics, Elsevier, vol. 205(1), pages 76-111.
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More about this item
Keywords
Finite set; Generalised Method of Moments; Identification test.;All these keywords.
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2017-02-05 (Econometrics)
- NEP-ORE-2017-02-05 (Operations Research)
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