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An expository note on the existence of moments of Fuller and HFUL estimators

Chao, John C.; Hausman, Jerry A.; Newey, Whitney K.; … - 2012

Persistent link: https://www.econbiz.de/10009736496

Instrumental variable estimation with heteroskedasticity and many instruments

Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen; … - 2011 - Rev.

Persistent link: https://www.econbiz.de/10009736533

Telecommunication in the US : from regulation to competition (almost)

Hausman, Jerry A.; Taylor, William E. - In: Review of industrial organization : RIO 42 (2013) 2, pp. 203-230

Persistent link: https://www.econbiz.de/10009738362

From hopeless to curious? : thoughts on Hausman's "Dubious to hopeless" critique of contingent valuation

Haab, Timothy C.; Interis, Matthew G.; Petrolia, Daniel R. - 2013

Persistent link: https://www.econbiz.de/10009764929

An expository note on the existence of moments of Fuller and HFUL estimators

Chao, John C.; Hausman, Jerry A.; Newey, Whitney K.; … - 2013

In a recent paper, Hausman et al. (2012) propose a new estimator, HFUL (Heteroscedasticity robust Fuller), for the linear model with endogeneity. This estimator is consistent and asymptotically normally distributed in the many instruments and many weak instruments asymptotics. Moreover, this...

Persistent link: https://www.econbiz.de/10009766695

Combining two consistent estimators

Chao, John C.; Hausman, Jerry A.; Newey, Whitney K.; … - 2013 - revised August 2012

This paper shows how a weighted average of a forward and reverse Jackknife IV estimator (JIVE) yields estimators that are robust against heteroscedasticity and many instruments. These estimators, called HFUL (Heteroscedasticity robust Fuller) and HLIM (Heteroskedasticity robust limited...

Persistent link: https://www.econbiz.de/10009766699

Estimating the derivative function and counterfactuals in duration models with heterogeneity

Hausman, Jerry A.; Woutersen, Tiemen - In: Econometric reviews 33 (2014) 5/6, pp. 472-496

Persistent link: https://www.econbiz.de/10010360808

From hopeless to curious? : thoughts on Hausman's "Dubious to hopeless" critique of contingent valuation

Haab, Timothy C.; Interis, Matthew G.; Petrolia, Daniel R. - In: Applied economic perspectives and policy 35 (2013) 4, pp. 593-612

Persistent link: https://www.econbiz.de/10010351123

Testing overidentifying restrictions with many instruments and heteroskedasticity

Chao, John C.; Hausman, Jerry A.; Newey, Whitney K.; … - In: Journal of econometrics 178 (2014) 1, pp. 15-21

Persistent link: https://www.econbiz.de/10010254992

Estimating a semi-parametric duration model without specifying heterogeneity

Hausman, Jerry A.; Woutersen, Tiemen - In: Journal of econometrics 178 (2014) 1, pp. 114-131

Persistent link: https://www.econbiz.de/10010255456