Asymptotics of diagonal elements of projection matrices under many instruments/regressors
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985998%3A_____%2F17%3A00475791" target="_blank" >RIV/67985998:_____/17:00475791 - isvavai.cz</a>
Alternative codes found
RIV/00216208:11640/17:00482120
Result on the web
<a href="http://dx.doi.org/10.1017/S0266466616000165" target="_blank" >http://dx.doi.org/10.1017/S0266466616000165</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1017/S0266466616000165" target="_blank" >10.1017/S0266466616000165</a>
Alternative languages
Result language
angličtina
Original language name
Asymptotics of diagonal elements of projection matrices under many instruments/regressors
Original language description
This article sheds light on the asymptotic behavior of diagonal elements of projection matrices associated with instruments or regressors under many instrument/regressor asymptotics. When the diagonal elements do not exhibit variation asymptotically, certain results in the many instrument/regressor literature lead to elegant solutions and conclusions. We establish conditions when this happens, provide relevant examples, and analyze instrument designs, for which this property does or does not hold.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
50202 - Applied Economics, Econometrics
Result continuities
Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Econometric Theory
ISSN
0266-4666
e-ISSN
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Volume of the periodical
33
Issue of the periodical within the volume
3
Country of publishing house
US - UNITED STATES
Number of pages
22
Pages from-to
717-738
UT code for WoS article
000399929200009
EID of the result in the Scopus database
2-s2.0-84980390692