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

Abstract

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Authors:

Gourieroux Christian & Monfort Alain & Renault E (1991)

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Two stages generalized moment method with applications to regressions with heteroscedasticity of unkwnown form
http://ideas.repec.org/p/cpm/cepmap/9110.html



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