An Expository Note on the Existence of Moments of Fuller and HFUL Estimators

DOI10.1108/S0731-9053(2012)0000029009zbMath1453.62510OpenAlexW3121757653MaRDI QIDQ5133576

Tiemen Woutersen, Norman R. Swanson, Whitney K. Newey, 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)0000029009

zbMATH Keywords

endogeneityinstrumental variablesmany momentsexistence of momentsjackknife estimationHFUL (heteroscedasticity robust Fuller)

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (1)

Efficient Estimation with Many Weak Instruments Using Regularization Techniques

This page was built for publication: An Expository Note on the Existence of Moments of Fuller and HFUL Estimators