Efficient IV Estimation in Nonstationary Regression: An Overview and Simulation Study
| Year of publication: |
1995
|
|---|---|
| Authors: | Kitamura, Yuichi ; Phillips, Peter C.B. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 11.1995, 5, p. 1095-1130
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