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

A-Tier

Journal: Journal of Econometrics

Year: 1997

Volume: 80

Issue: 1

Pages: 85-123

Authors (2)

Kitamura, Yuichi (not in RePEc) Phillips, Peter C. B. (Singapore Management Universit...)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count