ON THE ASYMPTOTIC EFFICIENCY OF GMM
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Publication:2878813
DOI10.1017/S0266466613000340zbMath1314.62080MaRDI QIDQ2878813
Marine Carrasco, Jean-Pierre Florens
Publication date: 5 September 2014
Published in: Econometric Theory (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)
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