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