Hausman, Jerry; Newey, Whitney; Woutersen, Tiemen; … - Centre for Microdata Methods and Practice (CEMMAP) - 2007
<p><p><p><p><p><p><p>It is common practice in econometrics to correct for heteroskedasticity.This paper corrects instrumental variables estimators with many instruments for heteroskedasticity.We give heteroskedasticity robust versions of the limited information maximum likelihood (LIML) and Fuller (1977, FULL)...</p></p></p></p></p></p></p>
