the National Longitudinal Survey of Youth 1979. Accounting for endogeneity increases the estimate of the return to …

education from 6.8% to 11.2%. -- Return to education ; heteroskedasticity ; endogeneity … the National Longitudinal Survey of Youth 1979. Accounting for endogeneity increases the estimate of the return to …

-stage JIVE coefficients and fitted values. -- Cook's Distance ; heteroskedasticity ; outliers ; return to education …

nonlinear and typically underestimated by flexible models that ignore the endogeneity of schooling. I also find evidence of …

heteroskedasticity, our estimators have superior properties to both the Nagar estimator and the related B2SLS estimator suggested in …

and spatial moving average parameters is generally inconsistent when heteroskedasticity is not considered in the …

We derive a new matrix statistic for the Hausman test for endogeneity in cross-sectional Instrumental Variables … estimation, that incorporates heteroskedasticity in a natural way and does not use a generalized inverse. A Monte Carlo study … examines the performance of the statistic for different heteroskedasticity-robust variance estimators and different skedastic …

This paper proposes estimating linear dynamic panels by explicitly exploiting the endogeneity of lagged dependent … conditions (with or without a unit root), and error characteristics (homoskedasticity or heteroskedasticity of different forms …

This paper gives a test of overidentifying restrictions that is robust to many instruments and heteroskedasticity. It … allowing for heteroskedasticity and by avoiding assumptions on the instrument projection matrix. The asymptotics is based on … the heteroskedasticity robust many instrument asymptotics of Chao et. al. (2010) …