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Jackknife instrumental variable estimation with heteroskedasticity

Bekker, Paul A.; Crudu, Federico - In: Journal of Econometrics 185 (2015) 2, pp. 332-342

We present a new jackknife estimator for instrumental variable inference with unknown heteroskedasticity. It weighs … our symmetric jackknife estimator performs well when compared to the HLIM and HFUL estimators of Hausman et al. in Monte …

Persistent link: https://www.econbiz.de/10011190708

Many (weak) judges in judge-leniency designs

Jochmans, Koen - 2023 - This version: October 10, 2023

Persistent link: https://www.econbiz.de/10014383414

Inference in instrumental variables models with heteroskedasticity and many instruments

Crudu, Federico; Mellace, Giovanni; Sándor, Zsolt - 2017

Persistent link: https://www.econbiz.de/10011853176

Jackknife instrumental variable estimation with heteroskedasticity

Bekker, Paul A.; Crudu, Federico - In: Journal of econometrics 185 (2015) 2, pp. 332-342

Persistent link: https://www.econbiz.de/10011348446

Inference in instrumental variables models with heteroskedasticity and many instruments

Crudu, Federico; Mellace, Giovanni; Sándor, Zsolt - 2020 - Versione aggiornata del Quaderno n. 761 novembre 2017

Persistent link: https://www.econbiz.de/10012177072

Jackknife Lagrange multiplier test with many weak instruments

Matsushita, Yukitoshi; Otsu, Taisuke - 2020

Persistent link: https://www.econbiz.de/10012491703

Jackknife estimation of a cluster-sample IV regression model with many weak instruments

Chao, John C.; Swanson, Norman R.; Woutersen, Tiemen - In: Journal of econometrics 235 (2023) 2, pp. 1747-1769

Persistent link: https://www.econbiz.de/10014471426