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INSTRUMENTAL VARIABLES ESTIMATION OF HETEROSKEDASTIC LINEAR MODELS USING ALL LAGS OF INSTRUMENTS Kenneth D. West University of Wisconsin Ka-fu Wong Chinese University of Hong Kong
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Document Date: 2001-09-10 10:02:39
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INSTRUMENTAL VARIABLES ESTIMATION OF HETEROSKEDASTIC LINEAR MODELS USING ALL LAGS OF INSTRUMENTS Kenneth D. West University of Wisconsin Ka-fu Wong Chinese University of Hong Kong