GMM with weak identification

Stock, James H., Wright, Jonathan H. . Econometrica 2000. 68 (5) :1055-1096

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Bibtex

@article{CIS-164065,
  Author = {Stock, James H. and Wright, Jonathan H.},
  Title = {GMM with weak identification},
  Journal = {Econometrica},
  Volume = {68},
  Number = {5},
  Year = {2000},
  Pages = {1055--1096},
  Keywords = {Instrumental variables, Asset pricing, empirical processes, Euler equation estimation}
}

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