This article is cited in 21 papers

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

Stanislav Anatolyev^ab, Pavel Yaskov<sup>cd

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

Language: English

DOI: 10.1017/S0266466616000165

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