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A Comment on Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve

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  • Eric Zivot

    (University of Washington)

  • Saraswata Chaudhuri

    (University of North Carolina, Chapel Hill)

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  • Eric Zivot & Saraswata Chaudhuri, 2009. "A Comment on Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve," Working Papers UWEC-2008-23-P, University of Washington, Department of Economics.
    • Handle: RePEc:udb:wpaper:uwec-2008-23-p
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    File URL: http://faculty.washington.edu/ezivot/research/scjbescomment.pdf
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    Cited by:

    1. Chaudhuri, Saraswata & Zivot, Eric, 2011. "A new method of projection-based inference in GMM with weakly identified nuisance parameters," Journal of Econometrics, Elsevier, vol. 164(2), pages 239-251, October.
    2. Gary Koop & Luca Onorante, 2011. "Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters," Working Papers 1109, University of Strathclyde Business School, Department of Economics.
    3. Leandro M. Magnusson & Sophocles Mavroeidis, 2014. "Identification Using Stability Restrictions," Econometrica, Econometric Society, vol. 82(5), pages 1799-1851, September.

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