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onstandard asymptotics, GMM, GMM overidentification test, identification, first order identification, second order identification, common GARCH features
Realized regression, realized beta, realized correlation, bootstrap, Edgeworth expansions
Factor models, conditional heteroskedasticity, conditional leverage, conditional skewness, temporal aggregation, generalized method of moments, extended Kalman filter
Long Run Canonical Correlations, Canonical Coherences, Asymptotic Independence of Partial Sums, Cointegration
Misspecified models, Empirical likelihood, Three-step Euclidean likelihood
