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Revision as of 21:30, 19 February 2024

scientific article; zbMATH DE number 6988888
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English
Instrumental variable estimation with heteroskedasticity and many instruments
scientific article; zbMATH DE number 6988888

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    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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