Combining two consistent estimators

DOI10.1108/S0731-9053(2012)0000029007MaRDI QIDQ5133574zbMATH OpenOpenAlexFDO

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

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

endogeneityHausman testinstrumental variablesjacknife estimationmany moments

Mathematics Subject Classification ID

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

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Cited in

(4)

• Jackknife instrumental variable estimation with heteroskedasticity
• Averaging of an increasing number of moment condition estimators
• An expository note on the existence of moments of Fuller and HFUL estimators
• Efficient estimation with many weak instruments using regularization techniques

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