Fully Modified IV, GIVE and GMM Estimation with Possibly Non-Stationary Regressions and Instruments
Year of publication: |
1994-09
|
---|---|
Authors: | Kitamura, Yuichi ; Phillips, Peter C.B. |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Cointegration | fully modified least squares | GIVE | GMM | instrument validity | long run covariance | semiparametric correction | unit roots |
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