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Robust hypothesis tests for M-estimators with possibly non-differentiable estimating functions
Lee, Wei-Ming, Hsu, Yu-Chin, Kuan, Chung-MingVolume:
18
Language:
english
Journal:
The Econometrics Journal
DOI:
10.1111/ectj.12041
Date:
February, 2015
File:
PDF, 340 KB
english, 2015