Identification- and Singularity-Robust Inference for Moment Condition
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More about this item
KeywordsAsymptotics; Conditional likelihood ratio test; Confidence set; Identification; Inference; Moment conditions; Robust; Singular variance; Test; Weak identification; Weak instruments;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2015-01-19 (Econometrics)
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