SSRI Working Paper #9901 by Stanislav Anatolyev, Kenneth D. West, and Ka-Fu Wong (December 1998)
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances
This paper is about 60 pages, including the appendix. One entire file in .pdf would be very slow to download and might create some difficulties. Therefore working paper #9901 has been divided into 2 sections to download, each about 30 pages. The sections are divided into the body of the paper and the appendix, the latter of which includes graphs and tables.
Download the body of the paper in pdf. (2343KB)
Download the appendix in pdf. (2183 KB)
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