Title:

GEL Statistics under Weak Identification

Authors:

Joaquim Ramalho (U Évora)
Patrik Guggenberger (U CA, San Diego)
Richard J. Smith (IFS, U Cambridge, CeMMAP - centre for microdata methods and practice)

Journal:

Journal of Econometrics

Year:

2012

Volume:

170

Pages:

331-349

JEL codes:

C22 - Time-Series Models
C32 - Time-Series Models