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Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments
Chao, John C.; Swanson, Norman R.; Hausman, Jerry A.; … - In: Econometric theory 28 (2012) 1, pp. 42-86
Persistent link: https://www.econbiz.de/10009520974
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ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS
Chao, John C.; Swanson, Norman R.; Hausman, Jerry A.; … - In: Econometric theory 28 (2011) 1, pp. 42-87
Persistent link: https://www.econbiz.de/10009832941