A new method of projection-based inference in GMM with weakly identified nuisance parameters (Q738026)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new method of projection-based inference in GMM with weakly identified nuisance parameters |
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A new method of projection-based inference in GMM with weakly identified nuisance parameters (English)
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12 August 2016
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projection test
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nuisance parameters
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\(C(\alpha)\) statistic
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GMM
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weak identification
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