Matches in SemOpenAlex for { <https://semopenalex.org/work/W3124204421> ?p ?o ?g. }
Showing items 1 to 73 of
73
with 100 items per page.
- W3124204421 abstract "In this paper we analyze GMM with semi-weak instruments. This case includes the standard GMM and the nearly-weak GMM. In the nearly-weak GMM the correlation between the instruments and the first order conditions decline at a slower rate than root T. We find an important difference between the semi-weak case and the weak case. Inference with point estimates are possible with Wald, Likelihood ratio and LM tests in GMM with semi-weak instruments. This is important from an applied perspective since tests on the weak case do depnd on the true value and can only test simple null. Even though we may have all nearly-weak instruments in GMM it is still possible to test various hypotheses of interest. We also find a difference between the two subcategories in the semi-weak case. We derive higher order expansions for test statistics in the semi-weak case, and we show that with declining quality of instrumnents finite sample behavior of these tests get worser, so standard GMM finite sample behavior is always better than nearly-weak GMM. Unlike standard GMM, in the nearly-weak GMM we cannot eliminate the second order terms from these test statistics expansions." @default.
- W3124204421 created "2021-02-01" @default.
- W3124204421 creator A5009555550 @default.
- W3124204421 date "2004-01-01" @default.
- W3124204421 modified "2023-09-23" @default.
- W3124204421 title "Testing, Estimation and Higher Order Expansions in GMM with Semi-Weak Instruments" @default.
- W3124204421 hasPublicationYear "2004" @default.
- W3124204421 type Work @default.
- W3124204421 sameAs 3124204421 @default.
- W3124204421 citedByCount "0" @default.
- W3124204421 crossrefType "posted-content" @default.
- W3124204421 hasAuthorship W3124204421A5009555550 @default.
- W3124204421 hasConcept C10138342 @default.
- W3124204421 hasConcept C105795698 @default.
- W3124204421 hasConcept C121332964 @default.
- W3124204421 hasConcept C149782125 @default.
- W3124204421 hasConcept C154945302 @default.
- W3124204421 hasConcept C162324750 @default.
- W3124204421 hasConcept C182306322 @default.
- W3124204421 hasConcept C191988596 @default.
- W3124204421 hasConcept C203274628 @default.
- W3124204421 hasConcept C2776214188 @default.
- W3124204421 hasConcept C33923547 @default.
- W3124204421 hasConcept C41008148 @default.
- W3124204421 hasConcept C50150098 @default.
- W3124204421 hasConcept C61224824 @default.
- W3124204421 hasConcept C62520636 @default.
- W3124204421 hasConcept C84114770 @default.
- W3124204421 hasConcept C87007009 @default.
- W3124204421 hasConceptScore W3124204421C10138342 @default.
- W3124204421 hasConceptScore W3124204421C105795698 @default.
- W3124204421 hasConceptScore W3124204421C121332964 @default.
- W3124204421 hasConceptScore W3124204421C149782125 @default.
- W3124204421 hasConceptScore W3124204421C154945302 @default.
- W3124204421 hasConceptScore W3124204421C162324750 @default.
- W3124204421 hasConceptScore W3124204421C182306322 @default.
- W3124204421 hasConceptScore W3124204421C191988596 @default.
- W3124204421 hasConceptScore W3124204421C203274628 @default.
- W3124204421 hasConceptScore W3124204421C2776214188 @default.
- W3124204421 hasConceptScore W3124204421C33923547 @default.
- W3124204421 hasConceptScore W3124204421C41008148 @default.
- W3124204421 hasConceptScore W3124204421C50150098 @default.
- W3124204421 hasConceptScore W3124204421C61224824 @default.
- W3124204421 hasConceptScore W3124204421C62520636 @default.
- W3124204421 hasConceptScore W3124204421C84114770 @default.
- W3124204421 hasConceptScore W3124204421C87007009 @default.
- W3124204421 hasLocation W31242044211 @default.
- W3124204421 hasOpenAccess W3124204421 @default.
- W3124204421 hasPrimaryLocation W31242044211 @default.
- W3124204421 hasRelatedWork W1526756673 @default.
- W3124204421 hasRelatedWork W153426172 @default.
- W3124204421 hasRelatedWork W1573176769 @default.
- W3124204421 hasRelatedWork W1746448432 @default.
- W3124204421 hasRelatedWork W1939278089 @default.
- W3124204421 hasRelatedWork W1973670512 @default.
- W3124204421 hasRelatedWork W2021977896 @default.
- W3124204421 hasRelatedWork W2096628777 @default.
- W3124204421 hasRelatedWork W2116888833 @default.
- W3124204421 hasRelatedWork W2167880278 @default.
- W3124204421 hasRelatedWork W2195354030 @default.
- W3124204421 hasRelatedWork W2209353034 @default.
- W3124204421 hasRelatedWork W2224591659 @default.
- W3124204421 hasRelatedWork W2270228751 @default.
- W3124204421 hasRelatedWork W2275126295 @default.
- W3124204421 hasRelatedWork W2521788962 @default.
- W3124204421 hasRelatedWork W2602810000 @default.
- W3124204421 hasRelatedWork W3123093213 @default.
- W3124204421 hasRelatedWork W3148400159 @default.
- W3124204421 hasRelatedWork W2184383306 @default.
- W3124204421 isParatext "false" @default.
- W3124204421 isRetracted "false" @default.
- W3124204421 magId "3124204421" @default.
- W3124204421 workType "article" @default.