Econometric Inference Using Hausman Instruments
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Other versions of this item:
- Jinyong Hahn & Zhipeng Liao & Nan Liu & Ruoyao Shi, 2024. "Econometric Inference Using Hausman Instruments," Working Papers 202406, University of California at Riverside, Department of Economics.
References listed on IDEAS
- Kuersteiner, Guido M. & Prucha, Ingmar R., 2013. "Limit theory for panel data models with cross sectional dependence and sequential exogeneity," Journal of Econometrics, Elsevier, vol. 174(2), pages 107-126.
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More about this item
Keywords
BLP; Hausman instrument Judge instrument; Stable convergence; Uniformly valid inference;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C36 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Instrumental Variables (IV) Estimation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2024-10-21 (Econometrics)
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