Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances
Emma M. Iglesias and Garry D. A. Phillips
| Year of publication: |
2012
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|---|---|
| Authors: | Iglesias, Emma M. ; Phillips, Garry D. A. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 27.2012, 3, p. 474-499
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| Subject: | Schätztheorie | Estimation theory | IV-Schätzung | Instrumental variables | Heteroskedastizität | Heteroscedasticity | Mehrgleichungsmodell | Multiple equation model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009618601