Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM
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More about this item
KeywordsGeneralized Method of Moments; Identification; Unconditional Moments; Consistency; Minimum Distance; Marked Empirical Process;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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