Optimal Model Averaging Based on Generalized Method of Moments (Q5037805)

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scientific article; zbMATH DE number 7484101
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Optimal Model Averaging Based on Generalized Method of Moments
scientific article; zbMATH DE number 7484101

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    Optimal Model Averaging Based on Generalized Method of Moments (English)
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    4 March 2022
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    asymptotic optimality
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    consistency
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    generalized method of moments
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    model averaging
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