Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments

Yuichi Kitamura and Peter Phillips

Journal of Econometrics, 1997, vol. 80, issue 1, 85-123

Date: 1997
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Working Paper: Fully Modified IV, GIVE and GMM Estimation with Possibly Non-Stationary Regressions and Instruments (1994)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:80:y:1997:i:1:p:85-123

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