Efficiency bounds for moment condition models with mixed identification strength
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- Dovonon, Prosper & Atchadé, Yves F. & Doko Tchatoka, Firmin, 2025. "Efficiency bounds for moment condition models with mixed identification strength," Journal of Econometrics, Elsevier, vol. 248(C).
References listed on IDEAS
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More about this item
Keywords
Generalized method of moments; mixed identification strength; weak identification; estimation; efficiency bounds; semiparametric models.;All these keywords.
JEL classification:
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C36 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Instrumental Variables (IV) Estimation
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