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THE REDUCED FORM: A SIMPLE APPROACH TO INFERENCE WITH WEAK INSTRUMENTS VICTOR CHERNOZHUKOV AND CHRISTIAN HANSEN†Abstract. In this paper, we consider simple and practical methods for performing heteroskedasticity and a
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Document Date: 2006-03-07 15:17:08
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File Size: 299,25 KB
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City
Chicago /
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Facility
University of Chicago /
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Holiday
Assumption /
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IndustryTerm
regression software /
closed form solutions /
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Organization
University of Chicago /
Graduate School /
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Person
Byron Lutz /
CHRISTIAN HANSEN /
Josh Rauh /
Alan Bester /
Jon Guryan /
Josh Angrist /
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ProvinceOrState
Illinois /
Arkansas /
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Technology
simulation /
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SocialTag
Regression analysis
Parametric statistics
Statistical inference
Instrumental variable
Linear regression
Simultaneous equations model
T-statistic
Heteroscedasticity
Autocorrelation
Statistics