Semiparametric efficiency bounds in dynamic non‐linear systems under elliptical symmetry

DOI10.1111/j.1368-423X.2007.00198.xzbMath1137.91591MaRDI QIDQ3594912

Douglas J. Hodgson, Bryan W. Brown

Publication date: 9 August 2007

Published in: The Econometrics Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

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Cites Work

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