Efficient estimation of general dynamic models with a continuum of moment conditions

Carrasco, Marine, Chernov, Mikhail, Florens, Jean-Pierre, Ghysels, Eric . Journal of Econometrics 2007. 140 (2) :529-573

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Bibtex

@article{CIS-249538,
  Author = {Carrasco, Marine and Chernov, Mikhail and Florens, Jean-Pierre and Ghysels, Eric},
  Title = {Efficient estimation of general dynamic models with a continuum of moment conditions},
  Journal = {Journal of Econometrics},
  Volume = {140},
  Number = {2},
  Year = {2007},
  Pages = {529--573},
  Keywords = {Characteristic function, affine models}
}

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