Robust inference with GMM estimators (Q5931139)
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scientific article; zbMATH DE number 1593930
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust inference with GMM estimators |
scientific article; zbMATH DE number 1593930 |
Statements
Robust inference with GMM estimators (English)
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5 November 2002
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ARCH models
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influence function
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robust model selection
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robustness of validity
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robustness properties
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generalized method of moments
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