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

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

Economics Letters, 2001, vol. 71, issue 3, 317-322

Date: 2001
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Related works:
Working Paper: 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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