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

A-Tier

Journal: Journal of Econometrics

Year: 2007

Volume: 140

Issue: 2

Pages: 529-573

Authors (4)

Carrasco, Marine (not in RePEc) Chernov, Mikhail (not in RePEc) Florens, Jean-Pierre (Toulouse School of Economics (...) Ghysels, Eric (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

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