Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
Year of publication: |
2007-05
|
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Authors: | West, Kenneth D. ; Anatolyev, Stanislav ; Wong, Ka-fu |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP EFG ME published as Kenneth West & Ka-fu Wong & Stanislav Anatolyev, 2009. "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments," Econometric Reviews, Taylor and Francis Journals, vol. 28(5), pages 441-467. Number 13134 |
Classification: | C13 - Estimation ; C32 - Time-Series Models |
Source: |
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