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