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  - Macroeconomics and Reality
AU  - Christopher A. Sims
JO  - Econometrica
PY  - 1980
VL  - 48
IS  - 1
DO  - 10.2307/1912017
UR  - https://doi.org/10.2307/1912017
ER  -


TY  - JOUR
TI  - The Generalized Dynamic-Factor Model: Identification and Estimation
AU  - Mario Forni
AU  - Marc Hallin
AU  - Marco Lippi
AU  - Lucrezia Reichlin
JO  - Review of Economics and Statistics
PY  - 2000
VL  - 82
IS  - 4
DO  - 10.1162/003465300559037
UR  - https://doi.org/10.1162/003465300559037
ER  -