Efficient GMM estimation of weak AR processes. (Q1605275)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient GMM estimation of weak AR processes. |
scientific article |
Statements
Efficient GMM estimation of weak AR processes. (English)
0 references
15 July 2002
0 references
GMM
0 references
IV
0 references
Instrumental variables
0 references
Efficiency
0 references
Moment conditions
0 references
0 references
0 references
