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20172026
most citedIdentification- and many moment-robust inference via invariant moment conditions

1 citations · 1 across the 7 of their papers we have counts for

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econ.EM2023★ 1 cited

Identification- and many moment-robust inference via invariant moment conditions

Tom Boot, Johannes W. Ligtenberg

Identification-robust hypothesis tests are commonly based on the continuous updating GMM objective function. When the number of moment conditions grows proportionally with the samp…

econ.EM2023

Uniform Inference in Linear Error-in-Variables Models: Divide-and-Conquer

Tom Boot, Artūras Juodis

It is customary to estimate error-in-variables models using higher-order moments of observables. This moments-based estimator is consistent only when the coefficient of the latent…