User menu

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

Bibliographic reference Broze, Laurence ; Francq, Christian ; Zakoian, Jean-Michel. Non redundancy of high order moment conditions for efficient GMM estimation of weak AR processes. CORE Discussion Papers ; 2000/33 (2000)
Permanent URL http://hdl.handle.net/2078.1/4122