Efficient GMM and MD estimation of autoregressive models

C-Tier
Journal: Economics Letters
Year: 1999
Volume: 62
Issue: 3
Pages: 265-270

Authors (3)

Kim, Yangseon (not in RePEc) Qian, Hailong (not in RePEc) Schmidt, Peter (Michigan State University)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:ecolet:v:62:y:1999:i:3:p:265-270
Journal Field
General
Author Count
3
Added to Database
2026-01-29