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

Laurence Broze (), Christian Francq and Jean-Michel Zakoı̈an
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Laurence Broze: LPP - Laboratoire Paul Painlevé - UMR 8524 - Université de Lille - CNRS - Centre National de la Recherche Scientifique

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Date: 2001-06
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Published in Economics Letters, 2001, 71 (3), pp.317-322. ⟨10.1016/S0165-1765(01)00387-1⟩

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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 (2001)
Working Paper: Non redundancy of high order moment conditions for efficient GMM estimation of weak AR processes (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05431272

DOI: 10.1016/S0165-1765(01)00387-1

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