Jackknife instrumental variable estimation with heteroskedasticity
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DOI: 10.1016/j.jeconom.2014.08.012
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- P.A. Bekker & F. Crudu, 2013. "Jackknife Instrumental Variable Estimation with Heteroskedasticity," Working Paper CRENoS 201313, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
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Citations
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- Mohammed S. Y. Omran & Mohammad A. A. Zaid & Aladdin Dwekat, 2021. "The relationship between integrated reporting and corporate environmental performance: A green trial," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 28(1), pages 427-445, January.
- Crudu, Federico & Mellace, Giovanni & Sándor, Zsolt, 2021.
"Inference In Instrumental Variable Models With Heteroskedasticity And Many Instruments,"
Econometric Theory, Cambridge University Press, vol. 37(2), pages 281-310, April.
- Federico Crudu & Giovanni Mellace & Zsolt Sandor, 2017. "Inference in instrumental variables models with heteroskedasticity and many instruments," Department of Economics University of Siena 761, Department of Economics, University of Siena.
- Federico Crudu & Giovanni Mellace & Zsolt Sándor, 2020. "Inference in instrumental variables models with heteroskedasticity and many instruments," Department of Economics University of Siena 821, Department of Economics, University of Siena.
- Zhenhong Huang & Chen Wang & Jianfeng Yao, 2023. "A specification test for the strength of instrumental variables," Papers 2302.14396, arXiv.org.
- Bekker, Paul & Wansbeek, Tom, 2016. "Simple many-instruments robust standard errors through concentrated instrumental variables," Economics Letters, Elsevier, vol. 149(C), pages 52-55.
- Meijer, Erik & Spierdijk, Laura & Wansbeek, Tom, 2017.
"Consistent estimation of linear panel data models with measurement error,"
Journal of Econometrics, Elsevier, vol. 200(2), pages 169-180.
- Erik Meijer & Laura Spierdijk & Tom J. Wansbeek, 2015. "Consistent Estimation of Linear Panel Data Models with Measurement Error," CESifo Working Paper Series 5164, CESifo.
- Johannes W. Ligtenberg, 2023. "Inference in IV models with clustered dependence, many instruments and weak identification," Papers 2306.08559, arXiv.org, revised Mar 2024.
- Morales-Oñate, Víctor & Crudu, Federico & Bevilacqua, Moreno, 2021.
"Blockwise Euclidean likelihood for spatio-temporal covariance models,"
Econometrics and Statistics, Elsevier, vol. 20(C), pages 176-201.
- Víctor Morales-Oñate & Federico Crudu & Moreno Bevilacqua, 2020. "Blockwise Euclidean likelihood for spatio-temporal covariance models," Department of Economics University of Siena 822, Department of Economics, University of Siena.
- Kolesár, Michal, 2018. "Minimum distance approach to inference with many instruments," Journal of Econometrics, Elsevier, vol. 204(1), pages 86-100.
- Tom Boot & Didier Nibbering, 2024. "Inference on LATEs with covariates," Papers 2402.12607, arXiv.org.
- Murray Michael P., 2017. "Linear Model IV Estimation When Instruments Are Many or Weak," Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-22, January.
- Chao, John C. & Swanson, Norman R. & Woutersen, Tiemen, 2023. "Jackknife estimation of a cluster-sample IV regression model with many weak instruments," Journal of Econometrics, Elsevier, vol. 235(2), pages 1747-1769.
- Qingliang Fan & Zijian Guo & Ziwei Mei, 2022. "A Heteroskedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates," Papers 2205.00171, arXiv.org, revised May 2024.
- Wang, Wenjie & Kaffo, Maximilien, 2016. "Bootstrap inference for instrumental variable models with many weak instruments," Journal of Econometrics, Elsevier, vol. 192(1), pages 231-268.
- Crudu, F.; & Neri, L.; & Tiezzi, S.;, 2018.
"Family Ties and Children Obesity in Italy,"
Health, Econometrics and Data Group (HEDG) Working Papers
18/09, HEDG, c/o Department of Economics, University of York.
- Crudu, Federico & Neri, Laura & Tiezzi, Silvia, 2018. "Family Ties and Children Obesity in Italy," MPRA Paper 90360, University Library of Munich, Germany, revised 15 Oct 2018.
- Tom Boot & Johannes W. Ligtenberg, 2023. "Identification- and many instrument-robust inference via invariant moment conditions," Papers 2303.07822, arXiv.org, revised Sep 2023.
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More about this item
Keywords
Instrumental variables; Heteroskedasticity; Many instruments; Jackknife;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
Statistics
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