Estimation and inference with weak, semi-strong, and strong identification

Econometrica

Volumn 80, Issue 5, 2012, Pages 2153-2211

  Andrews, Donald W K ^a   Cheng, Xu ^b  

^a YALE UNIVERSITY   (United States)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Asymptotic size; Confidence set; Estimator; Identification; Nonlinear models; Strong identification; Test; Weak identification

Indexed keywords

EID: 84866774494     PISSN: 00129682     EISSN: 14680262     Source Type: Journal    
DOI: 10.3982/ECTA9456     Document Type: Article

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