Instrumental variables estimation of heteroskedastic linear models using all lags of instruments
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Author
Contributions
- Wong, Ka-fu. - Contributor
- Anatolyev, Stanislav. - Contributor
- National Bureau of Economic Research. - Contributor
Publication
2007 - National Bureau of Economic Research, Cambridge, Mass, Massachusetts
Language
English
Word Count
6,000 words, Guess
Page Count
24 pages
Identifiers
- Library of Congress Control Number2007616288
- OCLC Control Number144641971
- Open LibraryOL17634295M
Classifications
- LCCHB1
Subjects
Topics
EvaluationEconometric modelsLinear models (Statistics)Econometric models -- EvaluationLinear models (Statistics) -- Evaluation
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