Exponential Tilting with Weak Instruments: Estimation and Testing
Author:
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-0084.2009.00579.x/fullpdf
Reference16 articles.
1. ‘Estimation of the parameters of a single equation in a complete system of stochastic equations’;Anderson;Annals of Mathematical Statistics,1949
2. ‘Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases’;Caner;Journal of Econometrics,2007
3. Stochastic Limit Theory
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