Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes
| Year of publication: |
2001
|
|---|---|
| Authors: | Broze, Laurence ; Francq, Christian ; Zakoi͏̈an, Jean-Michel |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 71.2001, 3, p. 317-322
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