The Zero-Information-Limit Condition and Spurious Inference
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- Andrews, Donald W.K. & Cheng, Xu, 2014.
"Gmm Estimation And Uniform Subvector Inference With Possible Identification Failure,"
Cambridge University Press, vol. 30(02), pages 287-333, April.
- Donald W.K. Andrews & Xu Cheng, 2011. "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," Cowles Foundation Discussion Papers 1828, Cowles Foundation for Research in Economics, Yale University, revised Jan 2013.
- Donald W.K. Andrews & Xu Cheng, 2011. "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," Cowles Foundation Discussion Papers 1828, Cowles Foundation for Research in Economics, Yale University.
More about this item
Keywordsweak identification; ARMA;
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
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