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: | TWP published as "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments,” (with Ka-fu Wong and Stanislav Anatolyev), Econometric Reviews 28 (5) (2009), 441-467. Number 0338 |
Classification: | C13 - Estimation ; C32 - Time-Series Models |
Source: |
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