Instrumental variable estimation with heteroskedasticity and many instruments (Q4559975)

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scientific article; zbMATH DE number 6988888
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    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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