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Address: Xinan Village, Shengze Town, Wujiang City, Jiangsu, China Suzhou Jiangsu ... 86-0512-6360222: Contact name: owen qin
See Owen (2001), Qin and Lawless (1994), and Kitamura, Tripathi, and Ahn (2001) on the details of the MEL method. In the econometric literatures the generalized method of ...
See Owen (2001), Qin and Lawless (1994), Kitamuraand Stutzer (1997), and Kitamura, Tripathiand Ahn (2004) on the details of the MEL method. In the econometric literatures ...
... on estimation of the conditional momentc t 0 (1,K)=E t 0 (a) offunctiona=M t 0,t 0 +1 (p 1,t 0 +1 K) +, which is the product of thesdfbythe derivative 1 Seee.g. Owen (1991), (2001), Qin ...
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