Higher order properties of GMM and generalized empirical likelihood estimators

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Dept. of Economics, Massachusetts Inst. of Technology, E52-2620, Cambridge, MA 02139, United States ^{[1
]}

不详 ^{[2
]}

不详 ^{[3
]}

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| 1600年 / 219-255卷 / January 2004期

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Compendex;

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摘要：

Asymptotic stability - Matrix algebra - Maximum likelihood estimation - Method of moments - Optimization - Random processes

引用

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