GMM with weak identification

Econometrica

Volumn 68, Issue 5, 2000, Pages 1055-1096

  Stock, James H ^a   Weight, Jonathan H ^a  

^a NONE

Author keywords

Asset pricing; Empirical processes; Euler equation estimation; Instrumental variables

Indexed keywords

EID: 0000328019     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00151     Document Type: Article

References (22)

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