Efficient IV estimation for autoregressive models with conditional heterogeneity
By: Guido Kuersteiner
Series: Working paper / Dept. of Economics -- 99-08; Working paper (Massachusetts Institute of Technology. Dept. of Economics) -- no. 99-08.
Publisher: Dept. of Economics, Massachusetts Institute of Technology
Published: 1999
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 37
Notes: "March 1999."

Includes bibliographical references (p. 32-33).

Supported by the Alfred P. Sloan Doctoral Dissertation Fellowship.