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GMM estimation with non-causal instruments
Lanne, Markku; Saikkonen, Pentti - In: Oxford bulletin of economics and statistics 73 (2011) 5, pp. 581-592
Persistent link: https://www.econbiz.de/10009308857
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Test procedures for unit roots in time series with level shifts at unknown time
Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti - In: Oxford bulletin of economics and statistics 65 (2003) 1, pp. 91-115
Persistent link: https://www.econbiz.de/10001741975
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GMM Estimation with Non‐causal Instruments*
Lanne, Markku; Saikkonen, Pentti - In: Oxford bulletin of economics and statistics 73 (2011) 5, pp. 581-593
Persistent link: https://www.econbiz.de/10009287620