Inference for Iterated GMM Under Misspecification (Q5860144)
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scientific article; zbMATH DE number 7429919
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for Iterated GMM Under Misspecification |
scientific article; zbMATH DE number 7429919 |
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Inference for Iterated GMM Under Misspecification (English)
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18 November 2021
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misspecification
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generalized method of moments
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overidentification
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covariance matrix estimation
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