Redundancy of lagged regressors revisited

DOI10.1017/S0266466607070168zbMATH Open1237.62107MaRDI QIDQ2886948FDOQ2886948

Authors: Stanislav Anatolyev 

Publication date: 14 May 2012

Published in: Econometric Theory (Search for Journal in Brave)

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Mathematics Subject Classification ID

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

Cites Work

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

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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