GMM with Weak Identification

This publication has 42 references indexed in Scilit:

• Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments
  Econometrica, 1998
• Structural Models of the Liquidity Effect
  The Review of Economics and Statistics, 1998
• Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays
  Econometric Theory, 1996
• Judging Instrument Relevance in Instrumental Variables Estimation
  International Economic Review, 1996
• On the Exact Small Sample Distribution of the Instrumental Variable Estimator
  Econometrica, 1992
• Modeling the term structure of interest rates under non-separable utility and durability of goods
  Journal of Financial Economics, 1986
• Identification and Lack of Identification
  Econometrica, 1983
• Consumption, asset markets and macroeconomic fluctuations
  Carnegie-Rochester Conference Series on Public Policy, 1982
• Asymptotic Expansions of the Distributions of Estimates in Simultaneous Equations for Alternative Parameter Sequences
  Econometrica, 1977
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
  The Annals of Mathematical Statistics, 1949