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How Models Simplify Sampling
GMM Estimation and Nonlinear Models
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adjustment aggregation alternative analysis approximation assume asymptotic distribution autoregressive autoregressive process average barter bootstrap calculated classification coefficient cointegration computed conditional confidence interval consider Cordeiro correct covariance day-of-the-week effects defined denote density function earnings ECEC Econometrics Economics efficiency equations estimating function exponential family Exponential Smoothing Ferrari forecast frontier Gaussian given GMM estimator growth income industry inference input Journal labor lags least squares estimate loess matrix maximum likelihood estimator mean mean absolute error median method nonlinear normal null hypothesis observations obtained optimal Osiewalski outliers paper parameters Pareto distribution percent prediction probability problem procedure random variable Rao's score ratio regression model score statistic score test Section significant simulation spline standard errors Table test statistic theorem tion top coded transformation truncated unit root values variance vector Wald test weights zero