authors
- Bravo, Francesco
- ESCANCIANO REYERO, JUAN CARLOS
- Otsu, Taisuke
A simple test for identification in GMM under conditional moment restrictions
Conference Contributions
Overview
event
- Advances in Econometrics
participation category
- PÓSTER
publication date
- 2012
Digital Object Identifier (DOI)
Classification
keywords
- asset pricing; conditional moment restrictions; generalized method of moments; global identification; hausman test