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Citation: D. West, Kenneth et al., Instrumental variables estimation of heteroskedastic linear models using all lags of instruments, Econometric reviews , 28(5), 2009, pp. 441-467

Authors: Hubrich, Kirstin West, Kenneth D.

Citation: Hubrich, Kirstin et D. West, Kenneth, Forecast evaluation of small nested model sets, Journal of applied econometrics , 25(4), 2010, pp. 574-594