Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes

✍ Scribed by Laurence Broze; Christian Francq; Jean-Michel Zakoı̈an

• Book ID: 117331988
• Publisher: Elsevier Science
• Year: 2001
• Tongue: English
• Weight: 95 KB
• Volume: 71
• Category: Article
• ISSN: 0165-1765
• DOI: 10.1016/s0165-1765(01)00387-1