Testing Parameters in GMM Without Assuming that They Are Identified
Work
Year: 2005
Type: article
Abstract: We propose a Generalized Method of Moments (GMM) Lagrange multiplier statistic, i.e. the K-statistic, that uses the Jacobian at the evaluated parameter value instead of the expected Jacobian. To obtai... more
Source: Econometrica
Author Frank Kleibergen
Cites: 30
Cited by: 371
Related to: 10
FWCI: 17.65
Citation percentile (by year/subfield): 99.98
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: green