IV Estimation with Heteroskedasticity and Many Instruments
It is common practice in econometrics to correct for heteroskedas- ticity. This paper does this for instrumental variables estimation with many in- struments. We give a heterosk...
It is common practice in econometrics to correct for heteroskedas- ticity. This paper does this for instrumental variables estimation with many in- struments. We give a heterosk...
h-index: Number of publications with at least h citations each.