Changmock Shin

Works (2)

Updated: April 11th, 2023 10:13
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2008 article

Entropy-based moment selection in the presence of weak identification

ECONOMETRIC REVIEWS, Vol. 27, pp. 398–427.

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

author keywords: generalized method of moments; inference; moment selection; weak identification
Source: Web Of Science
Added: August 6, 2018

2007 journal article

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

JOURNAL OF ECONOMETRICS, 138(2), 488–512.

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

author keywords: long run canonical correlations; efficiency; near redundancy; weak identification
Source: Web Of Science
Added: August 6, 2018