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Improved Jive estimators for overidentified linear models with and without heteroskedasticity

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Cited by:

  1. Isaiah Andrews & Timothy B. Armstrong, 2017. "Unbiased instrumental variables estimation under known first‐stage sign," Quantitative Economics, Econometric Society, vol. 8(2), pages 479-503, July.
  2. Chao, John C. & Hausman, Jerry A. & Newey, Whitney K. & Swanson, Norman R. & Woutersen, Tiemen, 2014. "Testing overidentifying restrictions with many instruments and heteroskedasticity," Journal of Econometrics, Elsevier, vol. 178(P1), pages 15-21.
  3. Eric Gautier & Christiern Rose, 2022. "Fast, Robust Inference for Linear Instrumental Variables Models using Self-Normalized Moments," Papers 2211.02249, arXiv.org, revised Nov 2022.
  4. Benjamin G. Hyman, 2022. "Can Displaced Labor Be Retrained? Evidence from Quasi-Random Assignment to Trade Adjustment Assistance," Working Papers 22-05, Center for Economic Studies, U.S. Census Bureau.
  5. Kirill S. Evdokimov & Michal Kolesár, 2018. "Inference in Instrumental Variable Regression Analysis with Heterogeneous Treatment Effects," Working Papers 2018-16, Princeton University. Economics Department..
  6. Michal Kolesár, 2013. "Estimation in an Instrumental Variables Model With Treatment Effect Heterogeneity," Working Papers 2013-2, Princeton University. Economics Department..
  7. Johannes W. Ligtenberg, 2023. "Inference in clustered IV models with many and weak instruments," Papers 2306.08559, arXiv.org, revised Oct 2025.
  8. Lei Bill Wang, 2023. "Estimating overidentified linear models with heteroskedasticity and outliers," Papers 2305.17615, arXiv.org, revised Aug 2024.
  9. Tom Boot & Didier Nibbering, 2024. "Inference on LATEs with covariates," Papers 2402.12607, arXiv.org, revised Nov 2024.
  10. Matsushita, Yukitoshi & Otsu, Taisuke, 2024. "A jackknife Lagrange multiplier test with many weak instruments," LSE Research Online Documents on Economics 116392, London School of Economics and Political Science, LSE Library.
  11. Michal Kolesár & Raj Chetty & John Friedman & Edward Glaeser & Guido W. Imbens, 2015. "Identification and Inference With Many Invalid Instruments," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(4), pages 474-484, October.
  12. Jörn-Steffen Pischke & Hannes Schwandt, 2012. "A Cautionary Note on Using Industry Affiliation to Predict Income," NBER Working Papers 18384, National Bureau of Economic Research, Inc.
  13. Carlos Velasco & Xuexin Wang, 2021. "Instrumental variable estimation via a continuum of instruments with an application to estimating the elasticity of intertemporal substitution in consumption," Working Papers 2024-09-06, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  14. Chao, John C. & Swanson, Norman R. & Hausman, Jerry A. & Newey, Whitney K. & Woutersen, Tiemen, 2012. "Asymptotic Distribution Of Jive In A Heteroskedastic Iv Regression With Many Instruments," Econometric Theory, Cambridge University Press, vol. 28(1), pages 42-86, February.
  15. repec:ces:ceswps:_10944 is not listed on IDEAS
  16. Daniel A. Ackerberg & Paul J. Devereux, 2009. "Improved JIVE Estimators for Overidentified Linear Models with and without Heteroskedasticity," The Review of Economics and Statistics, MIT Press, vol. 91(2), pages 351-362, May.
  17. 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.
  18. Pischke, Jörn-Steffen, 2011. "Money and Happiness: Evidence from the Industry Wage Structure," IZA Discussion Papers 5705, Institute of Labor Economics (IZA).
  19. Keisuke Hirano & Jack R. Porter, 2015. "Location Properties of Point Estimators in Linear Instrumental Variables and Related Models," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 720-733, December.
  20. Andrew Garin & Dmitri Koustas & Carl McPherson & Samuel Norris & Matthew Pecenco & Evan K. Rose & Yotam Shem‐Tov & Jeffrey Weaver, 2025. "The Impact of Incarceration on Employment, Earnings, and Tax Filing," Econometrica, Econometric Society, vol. 93(2), pages 503-538, March.
  21. Bekker, Paul A. & Crudu, Federico, 2012. "Symmetric Jackknife Instrumental Variable Estimation," MPRA Paper 37853, University Library of Munich, Germany.
  22. Connor Lennon & Edward Rubin & Glen Waddell, 2025. "Machine learning the first stage in 2SLS: Practical guidance from bias decomposition and simulation," Papers 2505.13422, arXiv.org.
  23. Liyu Dou & Pengjin Min & Wenjie Wang & Yichong Zhang, 2025. "An Improved Inference for IV Regressions," Papers 2506.23816, arXiv.org.
  24. Devereux, Paul J., 2007. "Improved Errors-in-Variables Estimators for Grouped Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 278-287, July.
  25. Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen & John C. Chao & Norman R. Swanson, 2012. "Instrumental variable estimation with heteroskedasticity and many instruments," Quantitative Economics, Econometric Society, vol. 3(2), pages 211-255, July.
  26. Devereux, Paul J. & Fan, Wen, 2011. "Earnings returns to the British education expansion," Economics of Education Review, Elsevier, vol. 30(6), pages 1153-1166.
  27. 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.
  28. Alexander Chudik & Cameron M. Ellis & Johannes G. Jaspersen, 2025. "Lags, Leave-Outs and Fixed Effects," Working Papers 2536, Federal Reserve Bank of Dallas.
  29. John C. Chao & Jerry A. Hausman & Whitney K. Newey & Norman R. Swanson & Tiemen Woutersen, 2012. "Combining Two Consistent Estimators," Advances in Econometrics, in: Essays in Honor of Jerry Hausman, pages 33-53, Emerald Group Publishing Limited.
  30. Abadie, Alberto & Gu, Jiaying & Shen, Shu, 2024. "Instrumental variable estimation with first-stage heterogeneity," Journal of Econometrics, Elsevier, vol. 240(2).
  31. Singer, Gregor, 2024. "Complementary inputs and industrial development: can lower electricity prices improve energy efficiency?," LSE Research Online Documents on Economics 122365, London School of Economics and Political Science, LSE Library.
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