Efficient GMM and MD estimation of autoregressive models (Q1285730)

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scientific article; zbMATH DE number 1281172
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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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