REDUNDANCY OF LAGGED REGRESSORS REVISITED

DOI10.1017/S0266466607070168zbMath1237.62107MaRDI QIDQ2886948

Stanislav Anatolyev

Publication date: 14 May 2012

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

Related Items (1)

Moment redundancy test with application to efficiency-improving copulas

Cites Work

• A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators
• Redundancy of moment conditions

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