Two stages generalized moment method with applications to regressions with heteroscedasticity of unkwnown form

Christian Gourieroux, Alain Monfort and Eric Renault

CEPREMAP Working Papers (Couverture Orange) from CEPREMAP

Pages: 36 pages
Date: 1991
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Persistent link: https://EconPapers.repec.org/RePEc:cpm:cepmap:9110

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