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DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS

Cho, JS; White, H

Cho, JS (reprint author), Yonsei Univ, Sch Econ, 50 Yonsei Ro, Seoul 03722, South Korea.

ECONOMETRIC THEORY, 2018; 34 (5): 1101

Abstract

The current article examines the limit distribution of the quasi-maximum likelihood estimator obtained from a directionally differentiable quasi-likel......

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