Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments
Year of publication: |
2011
|
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Authors: | Chao, John C. |
Other Persons: | Swanson, Norman R. (contributor) ; Hausman, Jerry A. (contributor) ; Newey, Whitney K. (contributor) ; Woutersen, Tiemen (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Heteroskedastizität | Heteroscedasticity | Schätztheorie | Estimation theory | IV-Schätzung | Instrumental variables | Regressionsanalyse | Regression analysis |
Extent: | 1 Online-Ressource (61 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 1, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1856038 [DOI] |
Classification: | C13 - Estimation ; C31 - Cross-Sectional Models; Spatial Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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