Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments (Q3394106)
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scientific article
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| English | Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments |
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Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments (English)
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28 August 2009
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efficiency
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efficiency bounds
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instrumental variables
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optimal instrument
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stationary time series
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