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Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments
Kitamura, Yuichi
;
Phillips, Peter C. B.
- In:
Journal of Econometrics
80
(
1997
)
1
,
pp. 85-123
Persistent link: https://www.econbiz.de/10005239107
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Connections between entropic and linear projections in asset pricing estimation
Kitamura, Yuichi
;
Stutzer, Michael
- In:
Journal of Econometrics
107
(
2002
)
1-2
,
pp. 159-174
Persistent link: https://www.econbiz.de/10005228944
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