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Saddlepoint Approximations and Test Statistics for Accurate Inference in Overidentified Moment Conditions Models
Ronchetti, Elvezio, (2003)
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models
Mancini, Loriano, (2005)
Theory and Methods - Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models