@article{West2002, title = {Efficient GMM estimation of weak AR processes}, author = {Kenneth D. West}, journal = {Economics Letters}, month = {May}, number = {3}, pages = {415--418}, url = {http://www.sciencedirect.com/science/article/B6V84-44XK6WF-2/2/a39bc5b3b35c11cd099dd4c6effc0e4c}, volume = {75}, year = {2002}, biburl = {http://www.bibsonomy.org/bibtex/2c6e33a96850017724640cdbf13f07ac6/smicha}, description = {Economics Letters}, keywords = {Moment conditions } }