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~isPartOf:"NBER technical working paper series"
~person:"Chiarella, Carl"
~person:"Christiano, Lawrence J."
~person:"Hess, Dieter"
~subject:"Business cycle"
~subject:"Geldpolitik"
~subject:"Share price"
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Small Sample Properties of GMM for Business Cycle Analysis
Christiano, Lawrence J.
-
1995
indicate that, for the procedures considered, the existing asymptotic
theory
is not a good guide in a sample the size of …
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