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generalized method of moments
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Consistency of weighted generalized method of moments
Publication at Faculty of Social Sciences
|
2009
1 person
Abstract
Consistency of the robustified version of the generalized method of moments is proved.
Keywords
Consistency
weighted
generalized
method
moments
Person
person
prof. RNDr. Jan Ámos Víšek CSc.
Faculty of Social Sciences, Faculty of Mathematics and Physics