Adaptive estimation of regression models via moment restrictions (Q1262659): Difference between revisions

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Latest revision as of 11:39, 20 June 2024

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Adaptive estimation of regression models via moment restrictions
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    Adaptive estimation of regression models via moment restrictions (English)
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    1988
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    adaptive estimation of regression models
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    generalized method of moments estimators
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    i.i.d. disturbance
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    heteroskedastic disturbance
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    linearized estimators
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    asymptotically efficient
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    Monte Carlo study
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    small sample performance
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