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A note on bootstrapping unit root tests in the presence of a non-zero drift

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Microdata disclosure control by resampling : effects on regression results

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Instrumental variable estimation with heteroskedasticity and many instruments

Hausman, Jerry A.; Newey, Whitney K.; Chao, John C.; … - 2007

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State estimation of a shop floor using improved resampling rules for particle filtering

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Instrumental variable estimation with heteroskedasticity and many instruments

Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen; … - In: Quantitative economics : QE ; journal of the … 3 (2012) 2, pp. 211-255

Persistent link: https://www.econbiz.de/10009611873

Instrumental variable estimation with heteroskedasticity and many instruments

Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen; … - 2010

This paper gives a relatively simple, well behaved solution to the problem of many instruments in heteroskedastic data. Such settings are common in microeconometric applications where many instruments are used to improve efficiency and allowance for heteroskedasticity is generally important. The...

Persistent link: https://www.econbiz.de/10008668817