Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
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https://www.nber.org/papers/t0338
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资源简介：
We propose and evaluate a technique for instrumental variables estimation of linear models with conditional heteroskedasticity. The technique uses approximating parametric models for the projection of right hand side variables onto the instrument space, and for conditional heteroskedasticity and
提供机构：
美国国家经济研究局
创建时间：
2007-05-01
