Combining Two Consistent Estimators
This chapter shows how a weighted average of a forward and reverse Jackknife IV estimator (JIVE) yields estimators that are robust against heteroscedasticity and many instruments. These estimators, called HFUL (Heteroscedasticity robust Fuller) and HLIM (Heteroskedasticity robust limited information...
Main Authors: | , , , , |
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Other Authors: | |
Format: | Article |
Language: | en_US |
Published: |
Emerald (MCB UP)
2013
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Online Access: | http://hdl.handle.net/1721.1/82655 https://orcid.org/0000-0003-2699-4704 https://orcid.org/0000-0002-5433-9435 |