Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV
Year of publication: |
2022
|
---|---|
Authors: | Carrasco, Marine ; Doukali, Mohamed |
Subject: | Heteroscedasticity | many instruments | overidentification tests | regularisation method | weak instruments | Schätztheorie | Estimation theory | Heteroskedastizität | IV-Schätzung | Instrumental variables |
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