On uniform asymptotic risk of averaging GMM estimators (Q3306066)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On uniform asymptotic risk of averaging GMM estimators |
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On uniform asymptotic risk of averaging GMM estimators (English)
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12 August 2020
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asymptotic risk
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finite-sample risk
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generalized shrinkage estimator
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generalized method of moments (GMM)
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misspecification
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model averaging
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nonstandard estimator
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uniform approximation
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