Instrumental variable estimation with heteroskedasticity and many instruments
Jerry A. Hausman; Whitney K. Newey; Tiemen Woutersen; John C. Chao; Norman R. Swanson
Year of publication: |
2012
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Authors: | Hausman, Jerry A. ; Newey, Whitney K. ; Woutersen, Tiemen ; Chao, John C. ; Swanson, Norman R. |
Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - New York, NY : Soc, ISSN 1759-7323, ZDB-ID 25303223. - Vol. 3.2012, 2, p. 211-255
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