Efficiency bounds implied by multiperiod conditional moment restrictions

Mathematics

• Alternatives 7%
• Asymptotic Covariance Matrix 23%
• Asymptotic distribution 5%
• Autoregressive Moving Average Model 7%
• Class 5%
• Conditional Moments 79%
• Conditioning 6%
• Deduce 5%
• Disturbance 11%
• Econometrics 20%
• Entire 5%
• Estimate 5%
• Estimator 21%
• Generalized Method of Moments 51%
• Imply 19%
• Invertible 5%
• Lower bound 7%
• Maximum Likelihood 5%
• Maximum Likelihood Estimator 5%
• Model 15%
• Moment 16%
• Moment Estimator 45%
• Moving Average 28%
• Polynomial 6%
• Restriction 40%
• Time Series Models 13%
• Tractability 7%
• Unit Root 7%
• Unknown Parameters 17%

Business & Economics

• Alternatives 6%
• Asymptotic Distribution 7%
• Autoregressive Moving Average Model 9%
• Conditional Moment Restrictions 95%
• Conditioning 6%
• Covariance Matrix 22%
• Dynamic Econometric Model 10%
• Econometric Models 12%
• Efficiency Bounds 100%
• Estimator 32%
• Generalized Method of Moments Estimator 52%
• Lag 6%
• Maximum Likelihood 6%
• Maximum Likelihood Estimator 8%
• Moving Average 30%
• Nonlinearity 9%
• Polynomials 13%
• Time Series Models 14%
• Unit Root 6%