TY  - BOOK
AU  - Hsiao, Cheng and Wang, Siyan
TI  - Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models
PY  - 2007///
KW  - Econometrics
KW  - Structural vector autoregressions;Nonstationary time series;Cointegration;Hypothesis testing;Two and three stage least squares
ER  -