Efficient estimation of general dynamic models with a continuum of moment conditions

DOI10.1016/j.jeconom.2006.07.013zbMath1247.91116OpenAlexW1988602734MaRDI QIDQ451261

Mikhail Chernov, Marine Carrasco, Eric Ghysels, Jean-Pierre Florens

Publication date: 23 September 2012

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://cdr.lib.unc.edu/downloads/gf06gc20c

zbMATH Keywords

characteristic function efficient estimation affine models

Mathematics Subject Classification ID

Economic growth models (91B62)

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