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

DOI10.1093/ECTJ/UTAB020OpenAlexW3179570277MaRDI QIDQ5083299FDOQ5083299

Marine Carrasco, Mohamed Doukali

Publication date: 22 June 2022

Published in: Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/ectj/utab020

zbMATH Keywords

heteroscedasticityweak instrumentsmany instrumentsregularisation methodoveridentification tests

Mathematics Subject Classification ID

Statistics (62-XX)

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