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Econometrics Paper
Robust estimation of moment condition models with weakly dependent data Kirill Evdokimov, Yuichi Kitamura and Taisuke Otsu
December 2014
Paper No' EM/2014/579:
Read Abstract | Full Paper (pdf)

JEL Classification: C14


Tags: blocking; generalized empirical likelihood; hellinger distance; robustness; efficient estimation; mixing