Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances

B-Tier
Journal: Journal of Applied Econometrics
Year: 2012
Volume: 27
Issue: 3
Pages: 474-499

Authors (2)

Emma M. Iglesias (Universidade da Coruña) Garry D. A. Phillips (Cardiff University)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:wly:japmet:v:27:y:2012:i:3:p:474-499
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25