A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments

Journal of Business and Economic Statistics - Tập 20 Số 4 - Trang 518-529 - 2002
James H. Stock1, Jonathan H. Wright2, Motohiro Yogo3
1Harvard University and the National Bureau of Economic Research, Cambridge, MA 02138
2Federal Reserve Board, Washington, DC, 20551
3Harvard University, Cambridge, MA 02138;

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