Efficient GMM with nearly-weak instruments

Econometrics Journal

Volumn 12, Issue SUPPL. 1, 2009, Pages

  Antoine, Bertille ^a   Renault, Eric ^b  

^a SIMON FRASER UNIVERSITY   (Canada)

^b UNIVERSITY OF NORTH CAROLINA   (United States)

Author keywords

GMM; Instrumental variables; Weak identification

Indexed keywords

EID: 67650677064     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/j.1368-423X.2009.00279.x     Document Type: Article

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