Efficiency Bounds Implied by Multiperiod Conditional Moment Restrictions (Q4203681)
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scientific article; zbMATH DE number 4123128
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficiency Bounds Implied by Multiperiod Conditional Moment Restrictions |
scientific article; zbMATH DE number 4123128 |
Statements
1988
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multiperiod conditional moment restrictions
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generalized method of moments estimators
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instrumental-variables estimator
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econometric models
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efficiency bound
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continuous-time asset pricing model
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autoregressive moving average model
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Efficiency Bounds Implied by Multiperiod Conditional Moment Restrictions (English)
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