Generalized moment based estimation and inference (Q1858930)

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Generalized moment based estimation and inference
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    Generalized moment based estimation and inference (English)
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    17 February 2003
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    method of moments
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    generalized method of moments
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    empirical likelihood
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    semiparametric models
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    extended estimating equation
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    Kullback-Leibler information criterion
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    ill-conditioned matrices
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    balanced-dual estimating functions
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