Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances

Journal of Applied Econometrics

Volumn 27, Issue 3, 2012, Pages 474-499

  Iglesias, Emma M ^a,b   Phillips, Garry D A ^c  

^a MICHIGAN STATE UNIVERSITY   (United States)

^b UNIVERSITY OF ESSEX   (United Kingdom)

^c CARDIFF UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84868619136     PISSN: 08837252     EISSN: 10991255     Source Type: Journal    
DOI: 10.1002/jae.1203     Document Type: Article

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