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Finite sample properties of some alternative GMM estimators

Author(s)
Hansen, Lars Peter.; Heaton, John; Yaron, Amir
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Date issued
1994
URI
http://hdl.handle.net/1721.1/47970
Publisher
Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology
Other identifiers
finitesampleprop00hans
Series/Report no.
Working paper (Sloan School of Management) ; 3728.

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  • Sloan Working Papers

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