Efficiency improvements for minimum distance estimation of causal and invertible ARMA models
Ignacio N. Lobato, Carlos Velasco
| Year of publication: |
January 2018
|
|---|---|
| Authors: | Lobato, Ignacio N. ; Velasco, Carlos |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 162.2018, p. 150-152
|
| Subject: | Higher-order moments | Efficiency | Kurtosis | Schätztheorie | Estimation theory | ARMA-Modell | ARMA model | Kausalanalyse | Causality analysis | Effizienz |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2017.11.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011939823