Stationarity of instrumental variables in GMM

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hamza
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Joined: Fri May 25, 2012 12:17 am

Stationarity of instrumental variables in GMM

Postby hamza » Fri May 25, 2012 12:18 am

Hi guys,

In the GMM estimation, should the instrumental variables be stationary or it is not necessary ?

Thank you very much!!
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