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. © 1991.
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CITATION STYLE
APA
Heaton, J. C., & Ogaki, M. (1991). Efficiency bound calculations for a time series model, with conditional heteroskedasticity. Economics Letters, 35(2), 167–171. https://doi.org/10.1016/0165-1765(91)90165-H
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