@techreport{NBERw13134, title = "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments", author = "Kenneth D. West and Ka-fu Wong and Stanislav Anatolyev", institution = "National Bureau of Economic Research", type = "Working Paper", series = "Working Paper Series", number = "13134", year = "2007", month = "May", URL = "http://www.nber.org/papers/w13134", }