In a recent paper, Hausman, Newey, Woutersen, Chao, and Swanson (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...

This chapter shows how a weighted average of a forward and reverse Jackknife IV estimator (JIVE) yields estimators that are robust against heteroscedasticity and many instruments. These estimators, called HFUL (Heteroscedasticity robust Fuller) and HLIM (Heteroskedasticity robust limited...

We are pleased to introduce Advances in Econometrics Volume 29: Essays in Honor of Jerry Hausman . This volume contains research papers on the theory and practice of econometrics that are linked to, or related to, or inspired by the work of Jerry Hausman. We have divided the contributions into...