Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator (Q3518461)

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Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator
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    Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator (English)
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    8 August 2008
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    generalized method of moments
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    Monte Carlo simulation
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    no-moment problem
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    tables
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