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Computing Generalized Method of Moments and Generalized Empirical Likelihood with R. (2010). Chausse, Pierre.
In: Journal of Statistical Software.
RePEc:jss:jstsof:v:034:i11.

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  1. Social determinants of COVID-19 mortality at the county level. (2020). Brouwer, Kimberly ; Sundaram, Maria E ; Fielding-Miller, Rebecca K.
    In: PLOS ONE.
    RePEc:plo:pone00:0240151.

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  2. Multivariate non-Gaussian models for financial applications. (2020). Tassinari, Gian Luca ; Hitaj, Asmerilda ; Bianchi, Michele Leonardo.
    In: Papers.
    RePEc:arx:papers:2005.06390.

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  3. Econometric model of non-performing loans determinants. (2019). Pavlovic, Dejana ; Sekulic, Dejan ; Cvijanovi, Drago ; Radivojevi, Nikola ; Maksimovi, Goran ; Jovic, Srdjan.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:520:y:2019:i:c:p:481-488.

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  4. Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form. (2018). Lin, Eric ; Chou, Ta-Sheng .
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:37:y:2018:i:1:p:1-28.

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  5. GMM Estimation of a Stochastic Volatility Model with Realized Volatility: A Monte Carlo Study. (2012). Xu, Dinghai ; Chausse, Pierre.
    In: Working Papers.
    RePEc:wat:wpaper:1203.

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  6. Estimating structural mean models with multiple instrumental variables using the generalised method of moments. (2011). Windmeijer, Frank ; Palmer, Tom M. ; Clarke, Paul S..
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:28/11.

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  7. Estimating Structural Mean Models with Multiple Instrumental Variables using the Generalised Method of Moments. (2011). Windmeijer, Frank ; Palmer, Tom M. ; Clarke, Paul S..
    In: The Centre for Market and Public Organisation.
    RePEc:bri:cmpowp:11/266.

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