INSTRUMENTAL VARIABLES ESTIMATION OF HETEROSKEDASTIC LINEAR MODELS USING ALL LAGS OF INSTRUMENTS
| Year of publication: |
2007
|
|---|---|
| Authors: | West, Kenneth D. ; Wong, Ka-fu ; Anatolyev, Stanislav |
| Published in: |
Technical working paper / National Bureau of Economic Research. - Cambridge, Mass : NBER, ISSN 1073-2489, ZDB-ID 12272425. - 2007, 338
|