Accurate and robust tests for indirect inference (Q2786372)

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Accurate and robust tests for indirect inference
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    Accurate and robust tests for indirect inference (English)
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    22 September 2010
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    indirect inference
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    M-estimator
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    nonlinear regression
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    overdispersion
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    parameter test
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    robust estimator
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    saddlepoint test
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    sparsity
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    test for over-identification
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