Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen; … - In: Quantitative economics : QE ; journal of the … 3 (2012) 2, pp. 211-255
. Such settings are common in microecono- metric applications where many instruments are used to improve efficiency and … efficiency in a range of cases. The standard errors are easy to compute, being like White’s (1982), with additional terms that …