Jackknife estimation of a cluster-sample IV regression model with many weak instruments
| Year of publication: |
2023
|
|---|---|
| Authors: | Chao, John C. ; Swanson, Norman R. ; Woutersen, Tiemen |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 235.2023, 2, p. 1747-1769
|
| Subject: | Cluster sample | Heteroskedasticity | Instrumental variables | Jackknife | Many weak instruments | Panel data | IV-Schätzung | Schätztheorie | Estimation theory | Panel | Panel study | Stichprobenerhebung | Sampling | Regressionsanalyse | Regression analysis | Resampling | Resampling method |
-
Jackknife instrumental variable estimation with heteroskedasticity
Bekker, Paul A., (2015)
-
Half-panel jackknife estimation for dynamic panel models
Mehic, Adrian, (2020)
-
Large sample properties of an IV estimator based on the Ahn and Schmidt moment conditions
Pua, Andrew Adrian Yu, (2019)
- More ...
-
Jackknife Estimation of a Cluster-Sample IV Regression Model with Many Weak Instruments
Chao, John C., (2021)
-
Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity
Chao, John C., (2013)
-
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments
Hausman, Jerry A., (2013)
- More ...