Instrumental variables estimation of heteroskedastic linear models using all lags of instruments

Kenneth D. West ...

Year of publication:	Aug. 2001 ; [Elektronische Ressource]
Other Persons:	West, Kenneth D. (contributor) ; Wong, Ka-fu (contributor) ; Anatolyev, Stanislav (contributor)
Institutions:	Social Systems Research Institute (contributor)
Publisher:	Madison : SSRI
Subject:	IV-Schätzung \| Instrumental variables \| Heteroskedastizität \| Heteroscedasticity \| Theorie \| Theory

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