Testing Parameters in GMM without Assuming that they are identified
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Other versions of this item:
- Frank Kleibergen, 2005. "Testing Parameters in GMM Without Assuming that They Are Identified," Econometrica, Econometric Society, vol. 73(4), pages 1103-1123, July.
More about this item
KeywordsWeak instruments; Size distortions; Covariance matrix estimators; stochastic discount factors;
All these keywords.
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2001-09-10 (Econometrics)
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