Time-varying instrumental variable estimation
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Volume
224
Pagination
394 - 415
DOI
10.1016/j.jeconom.2020.08.013
Journal
JOURNAL OF ECONOMETRICS
Issue
ISSN
0304-4076
Metadata
Show full item recordAuthors
Giraitis, L; Kapetanios, G; Marcellino, MCollections
- Economics and Finance [369]