Efficient GMM and MD estimation of autoregressive models
type: Item
instance of: scholarly article
title: Efficient GMM and MD estimation of autoregressive models
zbMATH Open document ID: 0917.90069
DOI: 10.1016/S0165-1765(99)00017-8
author: K. Appert
published in: Economics Letters
publication date: 1999-04-28T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1281172
zbMATH Keywords: autoregressive model
zbMATH Keywords: GMM
zbMATH Keywords: minimum distance
MaRDI profile type: MaRDI publication profile
cites work: Redundancy of moment conditions
cites work: Time series: theory and methods.
full work available at URL: s0165-1765(99)00017-8
OpenAlex ID: W2029382527
Wikidata QID: Q127629672
description: scientific article; zbMATH DE number 1281172