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Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence

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Author Info
Gregory, Allan W.
Lamarche, Jean-Francois
Smith, Gregor W.

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 107 (2002)
Issue (Month): 1-2 (March)
Pages: 213-233
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Handle: RePEc:eee:econom:v:107:y:2002:i:1-2:p:213-233

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Web page: http://www.elsevier.com/locate/jeconom

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  1. Marco Taboga, 2009. "The riskiness of corporate bonds," Temi di discussione (Economic working papers) 730, Bank of Italy, Economic Research Department. [Downloadable!]
  2. Yasutomo Murasawa, 2009. "Do coincident indicators have one-factor structure?," Empirical Economics, Springer, vol. 36(2), pages 339-365, May. [Downloadable!] (restricted)
  3. Sowell, Fallaw, 2009. "The empirical saddlepoint likelihood estimator applied to two-step GMM," MPRA Paper 15494, University Library of Munich, Germany, revised May 2009. [Downloadable!]
  4. Jason Allen & Allan W. Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Working Papers 1156, Queen's University, Department of Economics. [Downloadable!]
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