Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes
| Year of publication: |
2001
|
|---|---|
| Authors: | Broze, Laurence ; Francq, Christian ; Zakoian, Jean-Michel |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 71.2001, 3, p. 317-322
|
| Publisher: |
Elsevier |