On the consistency of a cross-sectional GMM estimator in the presence of an observable stochastic common data shock (Q1687213): Difference between revisions

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+Econometric specification of stochastic discount factor models
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Uniform Convergence in Probability and Stochastic Equicontinuity
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+Conditional independence, conditional mixing and conditional association
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+Some conditional results for conditionally strong mixing sequences of random variables
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