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Instrumental variable estimation of heteroskedasticity adaptive error component models

Eduardo Fé

Statistical Papers, 2012, vol. 53, issue 3, 577-615

Keywords: Hausman–Taylor; Panel Data; Heteroskedasticity; Local polynomial regression (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s00362-011-0366-5

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