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A separability result for gmim estimation, with applications to gls prediction and conditional moment tests
Seung Ahn
, Peter Schmidt
Economics
Research output
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Article
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peer-review
24
Scopus citations
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Keyphrases
Separability
100%
Generalized Method of Moments
100%
Moment Conditions
100%
Moment Estimation
100%
Conditional Moment Test
100%
Mathematics
Conditionals
100%
Method of Moment
100%
Moment Condition
100%
Moment Estimate
100%