Sieve semiparametric two-step GMM under weak dependence
Year of publication: |
November 2015
|
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Authors: | Chen, Xiaohong ; Liao, Zhipeng |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 189.2015, 1, p. 163-186
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Subject: | Sieve two-step GMM | Weakly dependent data | Auto-correlation robust inference | Semiparametric over-identification test | Numerical equivalence | Random perturbation derivative estimator | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Momentenmethode | Method of moments | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis |
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