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Monte Carlo simulation
Publication Year:
2006
Formats:
PDF
Russell Davidson
;
James G. MacKinnon
The case against JIVE (replication data)
We perform an extensive series of Monte Carlo experiments to compare the performance of two variants of the jackknife instrumental variables estimator, or JIVE, with that of the...
DOI:10.15456/jae.2022319.0712227579
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