Engineering
4 years ago

New test detects crucial identification issues in statistical models.

RePEc: Research Papers in Economics
Detecting lack of identification in GMM
Jonathan H. Wright

Paper Summary

The article discusses a new test for identifying problems in a statistical model called the generalized method of moments. This test helps researchers determine if the data they are using is reliable for making accurate predictions. By using this test, scientists can improve the accuracy of their results and make better decisions based on their data.

Related papers

Economics, Econometrics and Finance
4 years ago

New method uncovers hidden relationships in economic growth and education.

Macroeconomic Analysis
Trade Impact
Environmental Impact
Theme background image
Mathematics
4 years ago

New method accurately estimates education returns using college proximity instruments.

Regularization Methods
Missing Data
Macroeconomic Analysis
Economics, Econometrics and Finance
8 years ago

New method improves accuracy of instrumental variable inference in econometrics.

Macroeconomic Analysis
Development in Italy
Regularization Methods