Browsing by Subject "J240"

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Improved Jive estimators for overidentified linear models with and without heteroskedasticity

Devereux, Paul J. ; Ackerberg, Daniel A. (University College Dublin. School of Economics, 2008-08)

We introduce two simple new variants of the Jackknife Instrumental Variables (JIVE) estimator for overidentified linear models and show that they are superior to the existing JIVE estimator, significantly improving on its ...