Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments
Year of publication: |
2004
|
---|---|
Authors: | Chao, John C. ; Swanson, Norman R. |
Publisher: |
New Brunswick, NJ : Rutgers University, Department of Economics |
Subject: | Schätztheorie | Regression | Heteroskedastizität | Instrumentalvariablen-Schätzmethode | Predictive density |
Series: | Working Paper ; 2004-20 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 47298313X [GVK] hdl:10419/23197 [Handle] RePEc:rut:rutres:200420 [RePEc] |
Classification: | C22 - Time-Series Models |
Source: |
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