GMM with many moment conditions

Econometrica

Volumn 74, Issue 1, 2006, Pages 147-192

  Han, Chirok ^a   Phillips, Peter C B ^b,c,d  

^a VICTORIA UNIVERSITY OF WELLINGTON   (New Zealand)

^b YALE UNIVERSITY   (United States)

^c UNIVERSITY OF AUCKLAND   (New Zealand)

^d UNIVERSITY OF YORK   (United Kingdom)

Author keywords

Epiconvergence; GMM; Irrelevant instruments; IV; Large numbers of instruments; LIML estimation; Panel models; Pseudo true value; Signal; Signal variability; Weak instrumentation

Indexed keywords

EID: 33645030504     PISSN: 00129682     EISSN: 14680262     Source Type: Journal    
DOI: 10.1111/j.1468-0262.2006.00652.x     Document Type: Article

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