Efficient GMM and MD estimation of autoregressive models (Q1285730)
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scientific article; zbMATH DE number 1281172
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient GMM and MD estimation of autoregressive models |
scientific article; zbMATH DE number 1281172 |
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Efficient GMM and MD estimation of autoregressive models (English)
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28 April 1999
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autoregressive model
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GMM
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minimum distance
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