Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form 

Author: Douglas J. Hodgson ^a

Affiliation:

a Department of Economics, University of Quebec at Montreal, Montreal, Quebec, Canada

DOI: 10.1081/ETC-200028211

Publication Frequency: 6 issues per year

Published in: Econometric Reviews, Volume 23, Issue 3 January 2005 , pages 229 - 257

Subjects: Econometrics; Finance; Financial Mathematics; Statistics;

Formats available: HTML (English) : PDF (English)

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