Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments
| Year of publication: |
1997
|
|---|---|
| Authors: | Kitamura, Yuichi ; Phillips, Peter C. B. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 80.1997, 1, p. 85-123
|
| Publisher: |
Elsevier |