Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
General characterizations of valid confidence sets and tests in problems which involve locally almost unidentified (LAU) parameters are provided and applied to several econometric models. Two types of inference problems are studied: (i) inference about parameters which are not identifiable on certai...
| Veröffentlicht in: | Econometrica. - Wiley. - 65(1997), 6, Seite 1365-1387 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
1997
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| Zugriff auf das übergeordnete Werk: | Econometrica |
| Schlagworte: | Cointegration confidence set dynamic model finite-sample theory identification structural model testing weak instruments Economics Behavioral sciences mehr... |