Information Theoretic Approaches to Inference in Moment Condition Models
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One-step efficient GMM estimation has been developed in the recent papers of Back and Brown (1990), Imbens (1993) and Qin and Lawless (1994). These papers emphasized methods that correspond to using Owen's (1988) method of empirical likelihood to reweight the data so that the reweighted sample obeys
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美国国家经济研究局创建时间：
1995-10-01
