Valid two-step indentification-robust confidence sets for GMM
Year of publication: |
May 2018
|
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Authors: | Andrews, Isaiah |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 100.2018, 2, p. 337-348
|
Subject: | Momentenmethode | Method of moments | Intervallschätzung | Interval estimation | Theorie | Theory |
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