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Instrumental variables estimation of heteroskedastic linear models using all lags of instruments
West, Kenneth D.; Wong, Ka-fu; Anatolyev, Stanislav - In: Econometric reviews 28 (2009) 5, pp. 441-467
Persistent link: https://www.econbiz.de/10003873072
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Factor model forecasts of exchange rates
Engel, Charles; Mark, Nelson C.; West, Kenneth D. - In: Econometric reviews 34 (2015) 1/2, pp. 32-55
Persistent link: https://www.econbiz.de/10011373312
Cover Image
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
West, Kenneth; Wong, Ka-fu; Anatolyev, Stanislav - In: Econometric reviews 28 (2009) 5, pp. 441-467
Persistent link: https://www.econbiz.de/10008212742