Adaptive GMM shrinkage estimation with consistent moment selection
Year of publication: |
2013
|
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Authors: | Liao, Zhipeng |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 29.2013, 5, p. 857-904
|
Subject: | Momentenmethode | Method of moments | Schätztheorie | Estimation theory |
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