Efficient Minimum Distance Estimation with Multiple Rates of Convergence
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- Antoine, Bertille & Renault, Eric, 2012. "Efficient minimum distance estimation with multiple rates of convergence," Journal of Econometrics, Elsevier, vol. 170(2), pages 350-367.
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- Antoine, Bertille & Renault, Eric, 2024. "GMM with Nearly-Weak Identification," Econometrics and Statistics, Elsevier, vol. 30(C), pages 36-59.
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- Antoine, Bertille & Renault, Eric, 2020.
"Testing identification strength,"
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- Bertille Antoine & Eric Renault, 2012. "Testing Identification Strength," Discussion Papers dp12-17, Department of Economics, Simon Fraser University, revised Jan 2017.
- Bertille Antoine & Eric Renault, 2018. "Testing Identification Strength," Discussion Papers dp18-07, Department of Economics, Simon Fraser University.
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Journal of Econometrics, Elsevier, vol. 182(1), pages 59-69.
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More about this item
Keywords
GMM; Mixed-rates asymptotics; Kernel estimation; Rotation in the coordinate system;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2012-04-10 (Econometrics)
- NEP-PBE-2012-04-10 (Public Economics)
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