Instrumental variables estimation of heteroskedastic linear models using all lags of instruments
By: Kenneth D. West, Ka-fu Wong, Stanislav Anatolyev.
Contributors: Wong, Ka-fu.; Anatolyev, Stanislav.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 13134.; Working paper series (National Bureau of Economic Research) -- working paper no. 13134.
Publisher: National Bureau of Economic Research
Published: 2007
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 24
Subjects: Econometric models -- Evaluation; Linear models (Statistics) -- Evaluation
Notes: "May 2007."

Includes bibliographical references (p. [25]-[27]).

Also available in PDF from the NBER World Wide Web site (www.nber.org).