GMM estimation of time series models
David Harris
| Year of publication: |
1999
|
|---|---|
| Authors: | Harris, David |
| Published in: |
Generalized method of moments estimation. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 978-0-521-66013-6. - 1999, p. 149-170
|
| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Momentenmethode | Method of moments | ARMA-Modell | ARMA model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | In: Generalized method of moments estimation |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001437661