Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel (Q530945): Difference between revisions

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Latest revision as of 09:31, 12 July 2024

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Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel
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    Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel (English)
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    1 August 2016
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    optimal instruments
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    flat-top kernels
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    empirical likelihood bootstrap
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    GMM
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