Rate-adaptive GMM estimations for linear time series models

Name

rateadaptivegmme00kuer.pdf

Size

3.33 MB

Format

Adobe PDF

Checksum (MD5)

15b4b38df446f4616bc274c6d2b173b8

Author(s)

Kuersteiner, Guido M.

Date Issued

2002

Publisher

Cambridge, MA : Massachusetts Institute of Technology, Dept. of Economics

Series/Report no.

Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 03-17

Description

October 2002. -- First draft: November 1999; this draft: October 2002--P. [1]

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