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