Instrumental variable estimation with heteroskedasticity and many instruments
Jerry A. Hausman; Whitney K. Newey; Tiemen Woutersen; John C. Chao; Norman R. Swanson
| Year of publication: |
2012
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|---|---|
| Authors: | Hausman, Jerry A. ; Newey, Whitney K. ; Woutersen, Tiemen ; Chao, John C. ; Swanson, Norman R. |
| Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - New York, NY : Soc., ISSN 1759-7323, ZDB-ID 2530322-3. - Vol. 3.2012, 2, p. 211-255
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| Subject: | IV-Schätzung | Instrumental variables | Heteroskedastizität | Heteroscedasticity | Monte-Carlo-Simulation | Monte Carlo simulation | Resampling | Resampling method | Schätztheorie | Estimation theory |
| 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://ebvufind01.dmz1.zbw.eu/10009611873