@article{ec32482d219840edb788c9f2a4f719bc,
title = "Efficiency bound calculations for a time series model, with conditional heteroskedasticity",
abstract = "This note presents an algorithm for calculating an efficiency bound among a class of estimators for a continous time financial economics model and a martingale taxation model.",
author = "Heaton, {John C.} and Masao Ogaki",
note = "Funding Information: * Heaton{\textquoteright}s work was supported by the Greentree Foundation and the Social Science and Humanities Research Council of Canada. Most of the work was completed while Masao O&i was a Sloan Foundation Dissertation Fellow. The authors thank Mahmoud El-Gamal, Adrian Pagan, and participants of the Econometrics seminar at University of Rochester for Helpful comments and especially Lars Hansen for his prominent role in the formulation of this note. Copyright: Copyright 2014 Elsevier B.V., All rights reserved.",
year = "1991",
month = feb,
doi = "10.1016/0165-1765(91)90165-H",
language = "English",
volume = "35",
pages = "167--171",
journal = "Economics Letters",
issn = "0165-1765",
publisher = "Elsevier",
number = "2",
}