Hsiao, Cheng and Wang, Siyan <br/><br/>
Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models 
 J8302  2007 

 -  2007 
 - 49-81  V.  10  Issue.   1 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Structural vector autoregressions;Nonstationary time series;Cointegration;Hypothesis testing;Two and three stage least squares;