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

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On the consistency of a cross-sectional GMM estimator in the presence of an observable stochastic common data shock
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    On the consistency of a cross-sectional GMM estimator in the presence of an observable stochastic common data shock (English)
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    22 December 2017
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    generalized method of moments
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    non-localized common data shock
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