A two-step generalized method of moments estimation procedure can be made robust to heteroskedasticity and autocorrelation in the data by using a nonparametric estimator of the optimal weighting ...
A method of moments estimator for a location or scale parameter, based on quantal responses, is proposed. The method prescribes Spearman estimation of a generalized moment τ = ∫ G(x) F(dx; θ) where G ...
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