Post-Sample Prediction Tests For Generalized Method Of Moment Estimators
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- Hoffman, Dennis L & Pagan, Adrian R, 1989. "Post-Sample Prediction Tests for Generalized Method of Moments Estimators," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 51(3), pages 333-343, August.
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Keywordseconometric models ; forecasts;
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