Testing overidentifying restrictions with many instruments and heteroskedasticity

John C. Chao; Jerry A. Hausman; Whitney K. Newey; Norman R. Swanson; Tiemen Woutersen

Year of publication:	2014
Authors:	Chao, John C. ; Hausman, Jerry A. ; Newey, Whitney K. ; Swanson, Norman R. ; Woutersen, Tiemen
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 178.2014, 1, p. 15-21
Subject:	Heteroskedasticity \| Instrumental variables \| Specifications tests \| Overidentification tests \| Weak instruments \| Many instruments \| IV-Schätzung \| Schätztheorie \| Estimation theory \| Heteroskedastizität \| Heteroscedasticity \| Statistischer Test \| Statistical test

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