Pages that link to "Item:Q1285730"
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The following pages link to Efficient GMM and MD estimation of autoregressive models (Q1285730):
Displaying 7 items.
- Minimum distance estimation and goodness-of-fit tests in first-order autoregression (Q1085552) (← links)
- Efficient GMM estimation of weak AR processes. (Q1605275) (← links)
- Moment redundancy test with application to efficiency-improving copulas (Q1787980) (← links)
- On the estimation of multiple order autoregressive time series models (Q2738894) (← links)
- UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION (Q3108564) (← links)
- A comparison of LS/ML and GMM estimation in a simple AR(1) model (Q4490157) (← links)
- Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes (Q5941235) (← links)