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Ergodic theory / Regression analysis / Signal processing / Ergodic process / Autoregressive conditional heteroskedasticity / Lyapunov exponent / Martingale / Ergodicity / Instrumental variable / Statistics / Stochastic processes / Econometrics
Date: 2005-03-19 15:03:36
Ergodic theory
Regression analysis
Signal processing
Ergodic process
Autoregressive conditional heteroskedasticity
Lyapunov exponent
Martingale
Ergodicity
Instrumental variable
Statistics
Stochastic processes
Econometrics

The Form of the Optimal Nonlinear Instrument for Multiperiod Conditional Moment Restrictions by Stanislav Anatolyev* New Economic School, Moscow Phone: +[removed]

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