Redundancy of lagged regressors revisited

DOI10.1017/S0266466607070168MaRDI QIDQ2886948zbMATH OpenFDO

Authors Stanislav Anatolyev

Publication date 14 May 2012

Published in Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators
• Redundancy of moment conditions

Cited in

(3)

• Moment redundancy test with application to efficiency-improving copulas
• REDUNDANCY OF MOMENT CONDITIONS AND THE EFFICIENCY OF OLS IN SUR MODELS
• Adding regressors to obtain efficiency

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