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Assessing the magnitude of the concentration parameter in a simultaneous equations model

Poskitt, D.S and Skells, C.L

Assessing the magnitude of the concentration parameter in a simultaneous equations model 2009 - 2009 - 26-44 V. 12 Issue. 1

Subjects--Topical Terms:
Econometrics

Subjects--Index Terms: Admissibility;Concentration parameter;Exact distribution theory;Local to zero asymptotics;Weak identification;Weak instruments;

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