Efficient IV estimation for autoregressive models with conditional heterogeneity
Author(s)
Kuersteiner, Guido M.
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March 1999
Date issued
1999Publisher
Cambridge, Mass. : Dept. of Economics, Massachusetts Institute of Technology
Other identifiers
efficientivestim00kuer
Series/Report no.
Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 99-08