Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
Year of publication: |
2009
|
---|---|
Authors: | West, Kenneth ; Wong, Ka-fu ; Anatolyev, Stanislav |
Published in: |
Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 28.2009, 5, p. 441-467
|
Publisher: |
Taylor & Francis Journals |
Subject: | Efficiency | Efficiency bounds | Instrumental variables | Optimal instrument | Stationary time series |
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