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Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics

  • MEHMET CANER

    (UNIVERSITY OF PITTSBURGH)

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File URL: http://econwpa.repec.org/eps/em/papers/0509/0509018.pdf
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Paper provided by EconWPA in its series Econometrics with number 0509018.

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Date of creation: 12 Sep 2005
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Handle: RePEc:wpa:wuwpem:0509018
Note: Type of Document - pdf
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  1. Angrist, Joshua D, 1990. "Lifetime Earnings and the Vietnam Era Draft Lottery: Evidence from Social Security Administrative Records," American Economic Review, American Economic Association, vol. 80(3), pages 313-36, June.
  2. Jean-Marie Dufour, 2003. "Identification, weak instruments, and statistical inference in econometrics," Canadian Journal of Economics, Canadian Economics Association, vol. 36(4), pages 767-808, November.
  3. Joshua D. Angrist & Alan B. Keueger, 1991. "Does Compulsory School Attendance Affect Schooling and Earnings?," The Quarterly Journal of Economics, Oxford University Press, vol. 106(4), pages 979-1014.
  4. Peter C. B. Phillips & Chirok Han, 2004. "GMM with Many Moment Conditions," Econometric Society 2004 Far Eastern Meetings 525, Econometric Society.
  5. Mehmet Caner, 2005. "Exponential Tilting with Weak Instruments: Estimation and Testing," Econometrics 0509017, EconWPA.
  6. K. Newey, Whitney, 1985. "Generalized method of moments specification testing," Journal of Econometrics, Elsevier, vol. 29(3), pages 229-256, September.
  7. Guggenberger, Patrik & Smith, Richard J., 2005. "Generalized Empirical Likelihood Estimators And Tests Under Partial, Weak, And Strong Identification," Econometric Theory, Cambridge University Press, vol. 21(04), pages 667-709, August.
  8. Whitney Newey & Richard Smith, 2003. "Higher order properties of GMM and generalised empirical likelihood estimators," CeMMAP working papers CWP04/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  9. Imbens, G., 1993. "A New Approach to Generalized Method on Moments Estimation," Harvard Institute of Economic Research Working Papers 1633, Harvard - Institute of Economic Research.
  10. Edward L. Glaeser & Rafael La Porta & Florencio Lopez-de-Silanes & Andrei Shleifer, 2004. "Do Institutions Cause Growth?," Journal of Economic Growth, Springer, vol. 9(3), pages 271-303, 09.
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