Instrumental variable estimation with heteroskedasticity and many instruments
Year of publication: |
July 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. - Oxford [u.a.] : Wiley, ISSN 1759-7331, ZDB-ID 2569569-1. - Vol. 3.2012, 2, p. 211-255
|
Subject: | Instrumental variables | heteroskedasticity | many instruments | jack-knife | IV-Schätzung | Schätztheorie | Estimation theory | Heteroskedastizität | Heteroscedasticity |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3982/QE89 [DOI] hdl:10419/150334 [Handle] |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C23 - Models with Panel Data |
Source: | ECONIS - Online Catalogue of the ZBW |
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