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Hayakawa, Kazuhiko ORCID: 0000-0002-8321-8448, Qi, Meng and Breitung, Jörg ORCID: 0000-0001-7367-0863 (2019). Double filter instrumental variable estimation of panel data models with weakly exogenous variables. Econometric Reviews, 38 (9). 1055 - 1089. PHILADELPHIA: TAYLOR & FRANCIS INC. ISSN 1532-4168