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Sieve semiparametric two-step GMM under weak dependence》.pdf
Journal of Econometrics 189 (2015) 163–186
Contents lists available at ScienceDirect
Journal of Econometrics
journal homepage: /locate/jeconom
Sieve semiparametric two-step GMM under weak dependence✩
Xiaohong Chen a,∗, Zhipeng Liao b
a Cowles Foundation for Research in Economics, Yale University, Box 208281, New Haven, CT 06520, USA
b Department
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