Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments
John C. Chao; Norman R. Swanson; Jerry A. Hausman and Whitney K. Newey; Tiemen Woutersen
| Year of publication: |
2012
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|---|---|
| Authors: | Chao, John C. ; Swanson, Norman R. ; Hausman, Jerry A. ; Newey, Whitney K. ; Woutersen, Tiemen |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 28.2012, 1, p. 42-86
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| Subject: | Heteroskedastizität | Heteroscedasticity | Schätztheorie | Estimation theory | IV-Schätzung | Instrumental variables | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009520974