scientific article; zbMATH DE number 88841

MaRDI QIDQ4015740zbMATH OpenFDO

Authors Lars Peter Hansen, Kenneth J. Singleton

Publication date 16 January 1993

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(2)

• Optimal instrumental variables estimation for ARMA models
• Kernel-weighted GMM estimators for linear time series models

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