Combining Two Consistent Estimators

DOI10.1108/S0731-9053(2012)0000029007zbMath1453.62509OpenAlexW2116273173MaRDI QIDQ5133574

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

Publication date: 10 November 2020

Published in: Essays in Honor of Jerry Hausman (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/s0731-9053(2012)0000029007

zbMATH Keywords

endogeneityinstrumental variablesHausman testmany momentsjacknife estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (2)

Jackknife instrumental variable estimation with heteroskedasticity ⋮ Efficient Estimation with Many Weak Instruments Using Regularization Techniques

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