TY  - JOUR
TI  - Identification in Parametric Models
AU  - Thomas J. Rothenberg
JO  - Econometrica
PY  - 1971
VL  - 39
IS  - 3
DO  - 10.2307/1913267
UR  - https://doi.org/10.2307/1913267
ER  -


TY  - JOUR
TI  - Estimation and Confidence Regions for Parameter Sets in Econometric Models
AU  - Victor Chernozhukov
AU  - Han Hong
AU  - Elie Tamer
JO  - Econometrica
PY  - 2007
VL  - 75
IS  - 5
DO  - 10.1111/j.1468-0262.2007.00794.x
UR  - https://doi.org/10.1111/j.1468-0262.2007.00794.x
ER  -


TY  - JOUR
TI  - Instrumental Variables Regression with Weak Instruments
AU  - Douglas Staiger
AU  - James H. Stock
JO  - Econometrica
PY  - 1997
VL  - 65
IS  - 3
DO  - 10.2307/2171753
UR  - https://doi.org/10.2307/2171753
ER  -


TY  - JOUR
TI  - Implications of Security Market Data for Models of Dynamic Economies
AU  - Lars Peter Hansen
AU  - Ravi Jagannathan
JO  - Journal of Political Economy
PY  - 1991
VL  - 99
IS  - 2
DO  - 10.1086/261749
UR  - https://doi.org/10.1086/261749
ER  -


TY  - JOUR
TI  - Coherent Measures of Risk
AU  - Philippe Artzner
AU  - Freddy Delbaen
AU  - Jean‐Marc Eber
AU  - David Heath
JO  - Mathematical Finance
PY  - 1999
VL  - 9
IS  - 3
DO  - 10.1111/1467-9965.00068
UR  - https://doi.org/10.1111/1467-9965.00068
ER  -