Robust Small Sample Accurate Inference in Moment Condition Models
Year of publication: |
2006-06
|
---|---|
Authors: | Lo, Serigne N. ; Ronchetti, Elvezio |
Institutions: | Institut d'Economie et Econométrie, Université de Genève |
Subject: | Exponential tilting | Generalized method of moments | Information and entropy econometrics | Monte Carlo | Robust tests | Saddlepoint techniques |
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