Instrumental variable estimation with heteroskedasticity and many instruments (Q4559975)
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scientific article; zbMATH DE number 6988888
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Instrumental variable estimation with heteroskedasticity and many instruments |
scientific article; zbMATH DE number 6988888 |
Statements
Instrumental variable estimation with heteroskedasticity and many instruments (English)
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4 December 2018
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instrumental variables
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heteroskedasticity
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many instruments
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jackknife
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limited-information maximum likelihood (LIML) estimator
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