On Optimal Instrumental Variables Estimation of Stationary Time Series Models
给出了在参数模型中利用无穷多个矩条件进行最优工具变量估计的一个技术门槛较低的证明条件，并在线性模型（扰动项序列不相关但条件异方差）中展示了该条件的应用。
In many time series models, an infinite number of moments can be used for estimation in a large sample. I supply a technically undemanding proof of a condition for optimal instrumental variables use of such moments in a parametric model. I also illustrate application of the condition in estimation of a linear model with a disturbance that is serially uncorrelated and conditionally heteroskedastic.