Open AccessInstrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
Author(s) -
Kenneth D. West,
Wong Ka-Fu,
Stanislav Anatolyev
Publication year - 2007
Language(s) - English
Resource type - Reports
DOI - 10.3386/t0338
Subject(s) - heteroscedasticity , instrumental variable , estimation , econometrics , linear model , statistics , mathematics , computer science , economics , management