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The J-test as a Hausman specification test

Hausman, Jerry; Pesaran, Hashem - 1985

Persistent link: https://www.econbiz.de/10003551657

The asymptotic power of Cox's test of separate parametric families

Pesaran, Hashem - 1982

Persistent link: https://www.econbiz.de/10001532013

Estimation with many instrumental variables

Hansen, Christian Bailey; Hausman, Jerry A.; Newey, … - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 4, pp. 398-422

Persistent link: https://www.econbiz.de/10003772265

Using a Laplace approximation to estimate the Random coefficients logit model by non-linear least squares

Harding, Matthew C. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003375924

Estimation with many instrumental variables

Hansen, Christian Bailey (contributor); … - 2006 - Rev.

Persistent link: https://www.econbiz.de/10003375927

Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments

Chao, John C.; Swanson, Norman R.; Hausman, Jerry A.; … - 2010

This paper derives the limiting distributions of alternative jackknife IV (JIV) estimators and gives formulae for accompanying consistent standard errors in the presence of heteroskedasticity and many instruments. The asymptotic framework includes the many instrument sequence of Bekker (1994)...