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High dimensional semiparametric moment restriction models. (2018). LINTON, OLIVER ; GAO, Jiti ; Dong, Chaohua.
In: CeMMAP working papers.
RePEc:ifs:cemmap:69/18.

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  1. High dimensional semiparametric moment restriction models. (2023). GAO, Jiti ; Linton, Oliver ; Dong, Chaohua.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:232:y:2023:i:2:p:320-345.

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  2. Chaohua Dong, Jiti Gao and Oliver Linton’s contribution to the Discussion of ‘Assumption?lean inference for generalised linear model parameters’ by Vansteelandt and Dukes. (2022). GAO, Jiti ; Linton, Oliver ; Dong, Chaohua.
    In: Journal of the Royal Statistical Society Series B.
    RePEc:bla:jorssb:v:84:y:2022:i:3:p:707-708.

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  3. A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection. (2020). Li, S ; Connor, G ; Linton, O.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:20103.

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References

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