Stanislav Anatolyev, Pavel Yaskov, “Asymptotics of diagonal elements of projection matrices under many instruments/regressors”, Econometric Theory, 2017, Volume 33, Issue 3, Pages 717

Econometric Theory

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Econometric Theory, 2017, Volume 33, Issue 3, Pages 717–738
DOI: https://doi.org/10.1017/S0266466616000165 (Mi eth1)

This article is cited in 19 scientific papers (total in 19 papers)

Asymptotics of diagonal elements of projection matrices under many instruments/regressors

Stanislav Anatolyev^ab, Pavel Yaskov^cd

^a CERGE-EI, Czech Republic
^b New Economic School, Russia
^c Steklov Mathematical Institute of RAS
^d NUST "MISIS"

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DOI: https://doi.org/10.1017/S0266466616000165

Funding agency	Grant number
Russian Science Foundation	14-21-00162
The second author gratefully acknowledges the financial support of the Russian Science Foundation via grant 14-21-00162.

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Document Type: Article

Language: English

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