Instrumental variables estimation of heteroskedastic linear models using all lags of instruments
Kenneth D. West; Ka-fu Wong; Stanislav Anatolyev
| Year of publication: |
2007
|
|---|---|
| Authors: | West, Kenneth D. ; Wong, Ka-fu ; Anatolyev, Stanislav |
| Publisher: |
Cambridge, Mass. |
| Subject: | IV-Schätzung | Instrumental variables | Heteroskedastizität | Heteroscedasticity | Theorie | Theory |
| Extent: | 24, [9] S. graph. Darst. |
|---|---|
| Series: | Technical working paper / National Bureau of Economic Research. - Cambridge, Mass. : NBER, ISSN 1073-2489, ZDB-ID 1227242-5. - Vol. 338 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://papers.nber.org/papers/t0338.pdf - lizenzpflichtig |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003472778