Add to ORKGThis chapter studies the asymptotic properties of estimation and infer-ence with weak identification and near exogeneity in a GMM framework with instrumental variables. We obtained limiting results under weak identification and near exogeneity of general GMM estimators and some specific GMM estimators, such as one-step GMM estimator, two-step GMM estimator and continuous updating estimator. We also examine the asymptotic properties of the Anderson-Rubin type and the Kleiber-gen type tests under weak identification and near exogeneity
This paper studies optimal decision rules, including estimators and tests, for weakly identified GMM...
This paper provides a first order asymptotic theory for generalized method of moments (GMM) estimato...
This paper examines the issue of weak identification in maximum likelihood, motivated by problems wi...
Empirical economic studies are often confronted by the joint problem of weak instruments and near ex...
In this paper we analyze GMM and Continuous Updating Estimator (CUE) with strong and nearly-weak ins...
This paper studies how identification is affected in GMM estimation as the number of moment conditio...
A unified framework for the asymptotic distributional theory of GMM with nearly-weak instruments is ...
This paper determines the properties of standard generalized method of moments (GMM) estimators, tes...
This paper investigates the size and power properties of the subset (Wu, 1973,1974) T2-test and (Hau...
The purpose of this paper is to describe the performance of generalized empirical likelihood (GEL) m...
This paper develops limit theories for likelihood analysis of weak exogeneity in I(2) vector autoreg...
We consider estimation in moment condition models and show that under squared error loss and bounds ...
My doctoral dissertation aims to study several issues on identification and weak identification, wit...
This paper provides a first order asymptotic theory for generalized method of moments (GMM) estimator...
We consider models defined by a set of moment restrictions that may be subject to weak identificatio...
This paper studies optimal decision rules, including estimators and tests, for weakly identified GMM...
This paper provides a first order asymptotic theory for generalized method of moments (GMM) estimato...
This paper examines the issue of weak identification in maximum likelihood, motivated by problems wi...
Empirical economic studies are often confronted by the joint problem of weak instruments and near ex...
In this paper we analyze GMM and Continuous Updating Estimator (CUE) with strong and nearly-weak ins...
This paper studies how identification is affected in GMM estimation as the number of moment conditio...
A unified framework for the asymptotic distributional theory of GMM with nearly-weak instruments is ...
This paper determines the properties of standard generalized method of moments (GMM) estimators, tes...
This paper investigates the size and power properties of the subset (Wu, 1973,1974) T2-test and (Hau...
The purpose of this paper is to describe the performance of generalized empirical likelihood (GEL) m...
This paper develops limit theories for likelihood analysis of weak exogeneity in I(2) vector autoreg...
We consider estimation in moment condition models and show that under squared error loss and bounds ...
My doctoral dissertation aims to study several issues on identification and weak identification, wit...
This paper provides a first order asymptotic theory for generalized method of moments (GMM) estimator...
We consider models defined by a set of moment restrictions that may be subject to weak identificatio...
This paper studies optimal decision rules, including estimators and tests, for weakly identified GMM...
This paper provides a first order asymptotic theory for generalized method of moments (GMM) estimato...
This paper examines the issue of weak identification in maximum likelihood, motivated by problems wi...