Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV (Q5083299)

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scientific article; zbMATH DE number 7546420
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Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV
scientific article; zbMATH DE number 7546420

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    Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV (English)
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    22 June 2022
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    heteroscedasticity
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    many instruments
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    overidentification tests
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    regularisation method
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    weak instruments
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