A comparison of LS/ML and GMM estimation in a simple AR(1) model
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Publication:4490157
DOI10.1080/03610910008813612zbMath0968.62537OpenAlexW2048755399MaRDI QIDQ4490157
Publication date: 10 July 2000
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610910008813612
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Uses Software
Cites Work
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