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The case against JIVE: a comment

Author

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  • Matz Dahlberg

    (Department of Economics, Uppsala University, Box 513, 751 20 Uppsala, Sweden)

  • Sören Blomquist

    (Department of Economics, Uppsala University, Box 513, 751 20 Uppsala, Sweden)

Abstract

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Suggested Citation

  • Matz Dahlberg & Sören Blomquist, 2006. "The case against JIVE: a comment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 839-841.
  • Handle: RePEc:jae:japmet:v:21:y:2006:i:6:p:839-841
    DOI: 10.1002/jae.872
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    References listed on IDEAS

    as
    1. Russell Davidson & James G. MacKinnon, 2006. "The case against JIVE," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 827-833, September.
    2. Angrist, J D & Imbens, G W & Krueger, A B, 1999. "Jackknife Instrumental Variables Estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(1), pages 57-67, Jan.-Feb..
    3. Blomquist, Soren & Dahlberg, Matz, 1999. "Small Sample Properties of LIML and Jackknife IV Estimators: Experiments with Weak Instruments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(1), pages 69-88, Jan.-Feb..
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    Cited by:

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    2. Phillips, Garry D.A. & Liu-Evans, Gareth, 2016. "Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 734-762.

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