Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes

Laurence Broze (), Christian Francq and Jean-Michel Zakoian

No 1576, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2001-01-01
Note: In : Economics Letters, 71, 317-322, 2001
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Related works:
Journal Article: Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes (2001)
Working Paper: Non redundancy of high order moment conditions for efficient GMM estimation of weak AR processes (2000)
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