SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS

By Stanislav Anatolyev, Nikolay Gospodinov. Econometric Theory, 2010

60 citations recorded by the source corpus.

Subfields: Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/85e33626e9ae87ae5fc668566861d6875e6d70c2

Citations in the corpus

• Robust Inference for Consumption‐Based Asset Pricing (2019, unknown): “The moment equation (1) identifies λ0 and λf using the variation of the betas over the cross-section of asset returns.”