Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes
| Authors: | BROZE, Laurence ; FRANCQ, Christian ; ZAKOIAN, Jean-Michel |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : Economics Letters, 71, 317-322, 2001 Number 1576 |
| Other identifiers: | 10.1016/S0165-1765(01)00387-1 [DOI] |
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Persistent link: https://www.econbiz.de/10010693996