The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression
Year of publication: |
2015
|
---|---|
Authors: | Phillips, Peter C.B. ; Han, Chirok |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 127.2015, C, p. 89-92
|
Publisher: |
Elsevier |
Subject: | Dynamic panel | IV estimation | Levels and difference instruments |
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