منابع مشابه
Efficient GMM with nearly-weak identification
This paper is in the line of the recent literature on weak instruments, which, following the seminal approach of Staiger and Stock (1997) and Stock and Wright (2000) captures weak identification by drifting population moment conditions. In contrast with most of the existing literature, we do not specify a priori which parameters are strongly or weakly identified. We rather consider that weaknes...
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ژورنال
عنوان ژورنال: Econometrica
سال: 2000
ISSN: 0012-9682,1468-0262
DOI: 10.1111/1468-0262.00151