ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV...

Econometric Theory 2012 / 2 Vol. 28; Iss. 1

ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS

Chao, John C., Swanson, Norman R., Hausman, Jerry A., Newey, Whitney K., Woutersen, Tiemen
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Volume:
28
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466611000120
Date:
February, 2012
File:
PDF, 346 KB
english, 2012
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