Search Results for author: Lei Bill Wang

Found 2 papers, 0 papers with code

Estimating overidentified linear models with heteroskedasticity and outliers

no code implementations28 May 2023 Lei Bill Wang

This paper formalizes this concept and applies the new definition of approximate bias to three classes of estimators that bridge between OLS, TSLS and a variant of JIVE, namely, JIVE1.

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