Zobrazeno 1 - 10
of 16
pro vyhledávání: '"Whitney Newey"'
Publikováno v:
Journal of Econometrics. 228:4-26
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d3cfc411e4caa3712760aa45a19663de
https://doi.org/10.1016/j.jeconom.2021.06.011
https://doi.org/10.1016/j.jeconom.2021.06.011
The'Advances in Econometrics'series aims to publish annual original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and p
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 we
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::dd7afd0ceb99dd8b1b18c8176a0b70f2
http://www.sas.rutgers.edu/virtual/snde/wp/2013-11.pdf
http://www.sas.rutgers.edu/virtual/snde/wp/2013-11.pdf
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 HLI
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::6a051fef297dd8351509dab65a641353
http://www.sas.rutgers.edu/virtual/snde/wp/2013-10.pdf
http://www.sas.rutgers.edu/virtual/snde/wp/2013-10.pdf