2008 article

Entropy-Based Moment Selection in the Presence of Weak Identification

Hall, A. R., Inoue, A., & Shin, C. (2008, May 15). Econometric Reviews.

By: A. Hall n, A. Inoue n & C. Shin*

author keywords: generalized method of moments; inference; moment selection; weak identification
topics (OpenAlex): Advanced Statistical Methods and Models; Statistical Methods and Inference; Control Systems and Identification
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Source: Web Of Science
Added: August 6, 2018

2006 article

Information in generalized method of moments estimation and entropy-based moment selection

Hall, A. R., Inoue, A., Jana, K., & Shin, C. (2006, June 20). Journal of Econometrics.

By: A. Hall n, A. Inoue n, K. Jana & C. Shin n

author keywords: long run canonical correlations; efficiency; near redundancy; weak identification
topics (OpenAlex): Advanced Statistical Methods and Models; Statistical Methods and Inference; Statistical Distribution Estimation and Applications
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Source: Web Of Science
Added: August 6, 2018

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