The zero-information-limit condition and spurious inference in weakly identified models

Charles Nelson and Richard Startz

Journal of Econometrics, 2007, vol. 138, issue 1, 47-62

Date: 2007
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Related works:
Working Paper: The Zero-Information-Limit-Condition and Spurious Inference in Weakly Identified Models (2007)
Working Paper: The Zero-Information-Limit Condition and Spurious Inference in Weakly Identified Models (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:138:y:2007:i:1:p:47-62

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