Efficient GMM with nearly-weak instruments

By Bertille Antoine, É. Renault. 2009

70 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/1612cba8301556a6f12304febc48e7f1ee5f0d75

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. D. Feir
2. Vadim Marmer
3. Thomas Lemieux
4. David H. Autor
5. Blaise Melly
6. Nicole M. Fortin
7. Sergio Firpo
8. D. Baumgarten

In Statistics and Probability

1. D. Feir
2. Vadim Marmer
3. Thomas Lemieux
4. Lingsheng Meng

Citations in the corpus

• Weak Identification in Fuzzy Regression Discontinuity Designs (2016, background): “A few examples include Hahn, Todd, and Van der Klaauw (1999, 2001); Porter (2003); Buddelmeyer and Skoufias (2004); McCrary (2008); Frölich (2007); Frölich and Melly (2008); Otsu, Xu, and Matsushita (2015); Imbens and Kalyanaraman (2012); Calonico, Cattaneo, and Titiunik (2014); Arai and Ichimura (2”
• ESTIMATION AND INFERENCE WITH WEAK, SEMI-STRONG, AND STRONG IDENTIFICATION (2010, unknown): “The finite-sample results of Dufour (1997) and Gleser and Hwang (1987) for CS’s and tests are applicable to the models considered in this paper.15 Antoine and Renault (2009, 2010) and Caner (2010) consider generalized method of moment (GMM) estimation with instruments that lie in what we call the…”