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Model averaging based on generalized method of moments 期刊论文
ECONOMICS LETTERS, 2021, 卷号: 200, 页码: 5
Authors:  Wang, Weiwei;  Zhang, Qi;  Zhang, Xinyu;  Li, Xinmin
Favorite  |  View/Download:9/0  |  Submit date:2021/04/26
Generalized method of moments  Model averaging  Cross-validation criterion  Asymptotic optimality