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[求助]GMM small sample,covariance models
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<P>GMM with optimal minimum distance(OMD) is biased in
small samples when used to estimate covariance mod
els. Equal weighting matrix outperforms OMD but it is inefficient.</P>
<P>各位有什 ...
2005-7-31 08:31 - hangover - 计量经济学与统计软件