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Efficient GMM estimation of weak AR processes

Economics Letters, 75(3): 415--418, 2002.
Authors: Kenneth D. West
URL: http://www.sciencedirect.com/science/article/B6V84-44XK6WF-2/2/a39bc5b3b35c11cd099dd4c6effc0e4c
Description: Economics Letters
Tags: Moment conditions
| URL | BibTeX  
@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},
description = {Economics Letters},
keywords = {Moment conditions }
}