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