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Information in generalized method of moments estimation and entropy-based moment selection (Q280214)

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scientific article; zbMATH DE number 6578062
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English
Information in generalized method of moments estimation and entropy-based moment selection
scientific article; zbMATH DE number 6578062

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    Information in generalized method of moments estimation and entropy-based moment selection (English)
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    9 May 2016
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    long run canonical correlations
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    efficiency
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    near redundancy
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    weak identification
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