Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form
Year of publication: |
2005
|
---|---|
Authors: | Hodgson, Douglas |
Published in: |
Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 23.2005, 3, p. 229-257
|
Publisher: |
Taylor & Francis Journals |
Subject: | Semiparametric efficiency bounds | Conditional heteroskedasticity | Time series |
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