Proofs - Supplement to "Estimation and Inference with Weak, Semi-strong, and Strong Identification"
Donald W.K. Andrews and Xu Cheng
Description: This appendix includes (i) a heuristic description of the approach of the paper, (ii) additional assumptions, (iii) proofs, and (iv) verification of the assumptions, additional tables and figures, and simulation details for (a) the ARMA (1,1) model, (b) the nonlinear regression model, and (c) the LIML example.
