On uniform asymptotic risk of averaging GMM estimators (Q3306066)

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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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