Non-redunance of high order moment conditions for efficient GMM estimation of weak AR processes
Laurence Broze; Christian Francq; Jean-Michel Zakoian
| Year of publication: |
2001
|
|---|---|
| Authors: | Broze, Laurence ; Francq, Christian ; Zakoïan, Jean-Michel |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 71.2001, 3, p. 317-322
|
| Subject: | Schätztheorie | Estimation theory | Theorie | Theory | Autokorrelation | Autocorrelation |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Economics letters |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001574253