ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS
| Year of publication: |
2011
|
|---|---|
| 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 9016612. - Vol. 28.2011, 1 (7.6.), p. 42-87
|