Efficient GMM and MD estimation of autoregressive models
Yangseon Kim, Hailong Qian, Peter Schmidt
| Year of publication: |
1999
|
|---|---|
| Authors: | Kim, Yangseon ; Qian, Hailong ; Schmidt, Peter |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 62.1999, 3, p. 265-270
|
| Subject: | Theorie | Theory | Autokorrelation | Autocorrelation | Momentenmethode | Method of moments |
| 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/10001398680