Journal article

GEL statistics under weak identification

Patrik Guggenberger, Joaquim JS Ramalho, Richard J Smith

Journal of Econometrics | ELSEVIER SCIENCE SA | Published : 2012

DOI: 10.1016/j.jeconom.2012.05.009

University of Melbourne Researchers

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Keywords

Asymptotically Pivotal Statistics
Generalised Empirical Likelihood
Social Sciences
Mathematical Methods in Social Sciences
Implied Probabilities
Econometric-Models
Economics
Positive Semidefinite
Science & Technology
Sample Properties
Time-Series Models
Empirical Likelihood
Covariance-Matrix
Physical Sciences
Weak Identification
Square Diagnostic-Tests
Mathematics
Nonlinear Moment Conditions
Conditional Likelihood Ratio Statistic
Social Sciences, Mathematical Methods
Business & Economics
Instrumental Variables Regression
Generalized-Method
Mathematics, Interdisciplinary Applications