Conditional Inference With a Functional Nuisance Parameter
This paper shows that the problem of testing hypotheses in moment condition models without any assumptions about identification may be considered as a problem of testing with an infinite‐dimensional nuisance parameter. We introduce a sufficient statistic for this nuisance parameter in a Gaussian pro...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
The Econometric Society,
2017-06-23T22:22:36Z.
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| Subjects: | |
| Online Access: | Get fulltext |