Conditional Linear Combination Tests for Weakly Identified Models
نویسندگان
چکیده
منابع مشابه
Conditional Linear Combination Tests for Weakly Identified Models
Section A gives empirical results for the Angrist and Krueger (1991) data and discusses implementation of PI tests and confidence sets. Section B provides further details on the derivation of the limit problems discussed in Section 2 of the paper. Section C shows that general nonlinear GMM models which are weakly identified in the sense of Stock and Wright (2000) give rise to limiting problems ...
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ژورنال
عنوان ژورنال: Econometrica
سال: 2016
ISSN: 0012-9682
DOI: 10.3982/ecta12407