Sample sensitivity for two-step and continuous updating GMM estimators
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More about this item
Keywords
sensitivity analysis; generalized method of moments; misspecification;All these keywords.
JEL classification:
- J1 - Labor and Demographic Economics - - Demographic Economics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2022-07-11 (Econometrics)
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