Efficiency Bounds Implied by Multiperiod Conditional Moment Restrictions
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Publication:4203681
DOI10.2307/2289318zbMath0685.62093OpenAlexW4230554469MaRDI QIDQ4203681
Masao Ogaki, Lars Peter Hansen, John C. Heaton
Publication date: 1988
Full work available at URL: https://doi.org/10.2307/2289318
autoregressive moving average modelefficiency boundeconometric modelsgeneralized method of moments estimatorsinstrumental-variables estimatorcontinuous-time asset pricing modelmultiperiod conditional moment restrictions
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