Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments
Year of publication: |
2011
|
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Authors: | Chao, John C. ; Swanson, Norman R. ; Hausman, Jerry A. ; Newey, Whitney K. ; Woutersen, Tiemen |
Publisher: |
New Brunswick, NJ : Rutgers University, Department of Economics |
Subject: | Heteroskedastizität | Instrumentalvariablen-Schätzmethode | Schätztheorie | Theorie | heteroskedasticity | instrumental variables | jackknife estimation | many instruments | weak instruments |
Series: | Working Paper ; 2011-10 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 662030451 [GVK] hdl:10419/59486 [Handle] RePEc:rut:rutres:201110 [RePEc] |
Classification: | C13 - Estimation ; C31 - Cross-Sectional Models; Spatial Models |
Source: |
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