Efficient GMM estimation of weak AR processes. (Q1605275)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Efficient GMM estimation of weak AR processes. |
scientific article; zbMATH DE number 1768148
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient GMM estimation of weak AR processes. |
scientific article; zbMATH DE number 1768148 |
Statements
Efficient GMM estimation of weak AR processes. (English)
0 references
15 July 2002
0 references
GMM
0 references
IV
0 references
Instrumental variables
0 references
Efficiency
0 references
Moment conditions
0 references
0 references
0 references
0.9115155
0 references
0.8875469
0 references
0.86870474
0 references
0 references
0.86297834
0 references
0.86194885
0 references
0.8615274
0 references
0.8609214
0 references
