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	GMM with Weak Identification and Near Exogenneity
	Ying Fang
	2013-11-08
出处	http://www.wise.xmu.edu.cn/paperInfor.asp?id=97
英文摘要	This chapter studies the asymptotic properties of estimation and inference 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 Kleibergen type tests under weak identification and near exogeneity.
语种	中文
内容类型	研究报告
源URL	[http://dspace.xmu.edu.cn/handle/2288/56834]
专题	王亚南院－工作文稿
推荐引用方式 GB/T 7714	Ying Fang   . GMM with Weak Identification and Near Exogenneity. 2013.

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