The Refinement of Econometric Estimation and Test Procedures

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  Iglesias, Emma M. and Phillips, Garry D. A. 2012. Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances. Journal of Applied Econometrics, Vol. 27, Issue. 3, p. 474.

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• Print publication year: 2007
• Online publication date: September 2009

3 - Nagar-Type Moment Approximations in Simultaneous Equation Models: Some Further Results

• By Garry D.A. Phillips
• Edited by Garry D. A. Phillips, Cardiff University, Elias Tzavalis, University of Athens, Greece
• Publisher: Cambridge University Press
• https://doi.org/10.1017/CBO9780511493157.006
• pp 60-99