ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS

by Chao, John C., Swanson, Norman R., Hausman, Jerry A., Newey, Whitney K., Woutersen, Tiemen
Published 2013

Instrumental variable estimation with heteroskedasticity and many instruments

by Woutersen, Tiemen, Chao, John C., Swanson, Norman R., Hausman, Jerry A, Newey, Whitney K
Published 2018

Testing overidentifying restrictions with many instruments and heteroskedasticity

by Chao, John C., Swanson, Norman R., Woutersen, Tiemen, Hausman, Jerry A, Newey, Whitney K
Published 2017

An Expository Note on the Existence of Moments of Fuller and HFUL Estimators

by Chao, John C., Hausman, Jerry A., Newey, Whitney K., Swanson, Norman R., Woutersen, Tiemen
Published 2013

Combining Two Consistent Estimators

by Chao, John C., Hausman, Jerry A., Newey, Whitney K., Swanson, Norman R., Woutersen, Tiemen
Published 2013