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Efficiency IV Estimation for Autoregressive Models with Conditional Heterogeneity
Kuersteiner, Guido M., (1999)
Efficient IV estimation for autoregressive models with conditional heterogeneity
Kuersteiner, Guido M., (1998)
Efficient IV estimation for autoregressive models with conditional heteroskedasticity
Kuersteiner, Guido M., (2002)