Chao, John; Hausman, Jerry; Newey, Whitney; Swanson, Norman - Department of Economics, Rutgers University-New Brunswick - 2013
In a recent paper, Hausman et al. (2012) propose a new estimator, HFUL (Heteroscedasticity robust Fuller), for the linear model with endogeneity. This estimator is consistent and asymptotically normally distributed in the many instruments and many weak instruments asymptotics. Moreover, this...
