Efficient estimation of general dynamic models with a continuum of moment conditions (Q451261): Difference between revisions

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+Simulated Non-Parametric Estimation of Dynamic Models
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS
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+ON THE ASYMPTOTIC EFFICIENCY OF GMM
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+Spectral GMM estimation of continuous-time processes
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+Asymptotic Statistics
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