Instrumental variable estimation with heteroskedasticity and many instruments

Quantitative Economics

Volumn 3, Issue 2, 2012, Pages 211-255

  Hausman, Jerry A ^a   Newey, Whitney K ^a   Woutersen, Tiemen ^b   Chao, John C ^c   Swanson, Norman R ^d  

^a MIT   (India)

^b UNIVERSITY OF ARIZONA   (United States)

^c UNIVERSITY OF MARYLAND   (United States)

^d Center for Children and Childhood Studies   (United States)

Author keywords

C12; C13; C23; Heteroskedasticity; Instrumental variables; Jackknife; Many instruments

Indexed keywords

EID: 84873715704     PISSN: 17597323     EISSN: 17597331     Source Type: Journal    
DOI: 10.3982/QE89     Document Type: Article

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