Optimal instrumental variables estimation for ARMA models (Q5952957)
From MaRDI portal
scientific article; zbMATH DE number 1690623
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal instrumental variables estimation for ARMA models |
scientific article; zbMATH DE number 1690623 |
Statements
Optimal instrumental variables estimation for ARMA models (English)
0 references
4 December 2002
0 references
ARMA
0 references
conditional heteroskedasticity
0 references
instrumental variables
0 references
efficiency lower bound
0 references
frequency domain
0 references
0 references
0 references
0 references
0 references
