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GMM with Weak Identification

Econometrica, 68(5): 1055--1096, 2000.
Authors: James H. Stock and Jonathan H. Wright
URL: http://www.blackwell-synergy.com/doi/abs/10.1111/1468-0262.00151
Tags: imported
| URL | BibTeX  
@article{Stock2000,
title = {GMM with Weak Identification},
author = {James H. Stock and Jonathan H. Wright},
day = {245},
journal = {Econometrica},
month = {Sep},
note = {doi: 10.1111/1468-0262.00151},
number = {5},
pages = {1055--1096},
url = {http://www.blackwell-synergy.com/doi/abs/10.1111/1468-0262.00151},
volume = {68},
year = {2000},
keywords = {imported }
}