Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Year of publication: |
2000
|
---|---|
Authors: | Broze, Laurence ; Francq, Christian ; Zakoïan, Jean-Michel |
Publisher: |
Louvain-la-Neuve : CORE |
Subject: | Schätztheorie | Estimation theory | Theorie | Theory | Autokorrelation | Autocorrelation |
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