Efficiency Bounds Implied by Multiperiod Conditional Moment Restrictions
From MaRDI portal
Publication:4203681
DOI10.2307/2289318zbMath0685.62093MaRDI QIDQ4203681
Masao Ogaki, Lars Peter Hansen, John C. Heaton
Publication date: 1988
Full work available at URL: https://doi.org/10.2307/2289318
autoregressive moving average model; efficiency bound; econometric models; generalized method of moments estimators; instrumental-variables estimator; continuous-time asset pricing model; multiperiod conditional moment restrictions
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