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: | , , , , |
|---|---|
| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
Emerald (MCB UP)
2013
|
| Online Access: | http://hdl.handle.net/1721.1/82655 https://orcid.org/0000-0003-2699-4704 https://orcid.org/0000-0002-5433-9435 |