Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments-Reference-Cited by-同舟云学术

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Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments

Published:2009 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Chao John C.,Swanson Norman R.,Hausman Jerry A.,Newey Whitney K.,Woutersen Tiemen

Publisher

Elsevier BV

Reference39 articles.

1. Improved JIVE Estimators for Overidentified Linear Models with and without Heteroskedasticity

2. Testing with many weak instruments;D W K Andrews;Journal of Econometrics,2007

3. Jackknife instrumental variables estimation;J D Angrist;Journal of Applied Econometrics,1999

4. Split-sample instrumental variables estimates of the return to schooling;J D Angrist;Journal of Business and Economic Statistics,1995

5. Alternative approximations to the distributions of instrumental variable estimators;P A Bekker;Econometrica,1994

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Testing overidentifying restrictions with many instruments and heteroskedasticity;Journal of Econometrics;2014-01

2. An optimal modification of the LIML estimation for many instruments and persistent heteroscedasticity;Annals of the Institute of Statistical Mathematics;2011-09-14

3. Identification and Estimation of Social Interactions Through Variation in Equilibrium Influence;SSRN Electronic Journal;2010

4. Instrumental Variable Estimation with Heteroskedasticity and Many Instruments;SSRN Electronic Journal;2009

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