Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances
Year of publication: |
2012
|
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Authors: | Iglesias, Emma M. ; Phillips, Garry D. A. |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 27.2012, 3, p. 474-499
|
Subject: | Schätztheorie | Estimation theory |
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