Amanote Research

Amanote Research

    RegisterSign In

Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments

Econometric Reviews - United States
doi 10.1080/07474930802467241
Full Text
Open PDF
Abstract

Available in full text

Categories
EconomicsEconometrics
Date

February 26, 2009

Authors
Kenneth D. WestKa-fu WongStanislav Anatolyev
Publisher

Informa UK Limited


Related search

Optimal Instrumental Variables Estimation for ARMA Models

SSRN Electronic Journal
2000English

On the Equivalence of Instrumental Variables Estimators for Linear Models

Economics Letters
EconomicsFinanceEconometrics
2015English

Estimation of Errors-In-Variables Partially Linear Additive Models

Statistica Sinica
UncertaintyStatisticsProbability
2018English

Instrumental Variable Estimation in Generalized Linear Measurement Error Models

Journal of the American Statistical Association
UncertaintyStatisticsProbability
1996English

Estimation With Many Instrumental Variables

Journal of Business and Economic Statistics
EconomicsProbabilityUncertaintySocial SciencesStatisticsEconometrics
2008English

Rank Tests for Instrumental Variables Regression With Weak Instruments

Econometric Theory
EconomicsEconometricsSocial Sciences
2007English

Non-Asymptotic Inference in Instrumental Variables Estimation

2018English

Instrumental Variable Estimation With Heteroskedasticity and Many Instruments

SSRN Electronic Journal
2009English

Instrumental Variables and GMM: Estimation and Testing

Stata Journal
Mathematics
2003English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy