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scientific article; zbMATH DE number 4123128
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scientific article; zbMATH DE number 4123128

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    DOI
    10.2307/2289318
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    author
    Lars Peter Hansen
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    John C. Heaton
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    Masao Ogaki
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    publication date
    1988
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    zbMATH DE Number
    4123128
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    zbMATH Keywords
    multiperiod conditional moment restrictions
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    generalized method of moments estimators
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    instrumental-variables estimator
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    econometric models
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    efficiency bound
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    continuous-time asset pricing model
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    autoregressive moving average model
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