Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel (Q530945)
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English | 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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