Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances
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Bibliographic InfoPaper provided by Chinese University of Hong Kong, Department of Economics in its series Departmental Working Papers with number _109.
Date of creation: Mar 1999
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- West,K.D. & Wong,K.F. & Anatolyev,S., 1999. "Feasible optimal instrumental variables estimation of linear models with moving average disturbances," Working papers 1, Wisconsin Madison - Social Systems.
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- Grammig, Joachim & Wellner, Marc, 2002. "Modeling the interdependence of volatility and inter-transaction duration processes," Journal of Econometrics, Elsevier, vol. 106(2), pages 369-400, February.
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