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Tuesday, July 30, 2013
Francis Diebold on GMM
On his blog,
No Hesitations
, Francis Diebold has two recent posts about GMM estimation that students of econometrics, and practitioners, definitely should read.
The first of these posts is
here
, and the second follow-up post is
here
.
Enjoy!
© 2013, David E. Giles
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