Works (2)
Updated: July 5th, 2023 15:55
2008 article
Entropy-based moment selection in the presence of weak identification
ECONOMETRIC REVIEWS, Vol. 27, pp. 398–427.
author keywords: generalized method of moments; inference; moment selection; weak identification
UN Sustainable Development Goal Categories
3. Good Health and Well-being
(Web of Science)
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.
author keywords: long run canonical correlations; efficiency; near redundancy; weak identification
UN Sustainable Development Goal Categories
3. Good Health and Well-being
(Web of Science)
Source: Web Of Science
Added: August 6, 2018
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