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Inference with Many Weak Instruments

Citations

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Cited by:

  1. Antoine, Bertille & Lavergne, Pascal, 2023. "Identification-robust nonparametric inference in a linear IV model," Journal of Econometrics, Elsevier, vol. 235(1), pages 1-24.
  2. Wang, Wenjie & Zhang, Yichong, 2024. "Wild bootstrap inference for instrumental variables regressions with weak and few clusters," Journal of Econometrics, Elsevier, vol. 241(1).
  3. Anatolyev, Stanislav & Sølvsten, Mikkel, 2023. "Testing many restrictions under heteroskedasticity," Journal of Econometrics, Elsevier, vol. 236(1).
  4. Doko Tchatoka, Firmin & Ma, Yuguo, 2025. "Inference with many instruments: When is Anderson–Rubin test still useful?," Economics Letters, Elsevier, vol. 257(C).
  5. Angrist, Joshua & Kolesár, Michal, 2024. "One instrument to rule them all: The bias and coverage of just-ID IV," Journal of Econometrics, Elsevier, vol. 240(2).
  6. Matsushita, Yukitoshi & Otsu, Taisuke, 2024. "A jackknife Lagrange multiplier test with many weak instruments," LSE Research Online Documents on Economics 116392, London School of Economics and Political Science, LSE Library.
  7. Allen, David, 2022. "Asset Pricing Tests, Endogeneity issues and Fama-French factors," MPRA Paper 113610, University Library of Munich, Germany.
  8. Wenze Li, 2025. "An Empirical Comparison of Weak-IV-Robust Procedures in Just-Identified Models," Papers 2506.18001, arXiv.org.
  9. Anna Mikusheva & Liyang Sun, 2024. "Weak identification with many instruments," The Econometrics Journal, Royal Economic Society, vol. 27(2), pages -28.
  10. Liyu Dou & Pengjin Min & Wenjie Wang & Yichong Zhang, 2025. "An Improved Inference for IV Regressions," Papers 2506.23816, arXiv.org, revised Mar 2026.
  11. Aristide Houndetoungan & Abdoul Haki Maoude, 2024. "Inference for Two-Stage Extremum Estimators," Papers 2402.05030, arXiv.org, revised Nov 2024.
  12. Tom Boot & Johannes W. Ligtenberg, 2023. "Identification- and many moment-robust inference via invariant moment conditions," Papers 2303.07822, arXiv.org, revised Oct 2025.
  13. Aristide Houndetoungan, 2025. "Quantile Peer Effect Models," Papers 2506.12920, arXiv.org.
  14. Boot, Tom & Ligtenberg, Johannes W., 2025. "Identification- and many moment-robust inference via invariant moment conditions," Journal of Econometrics, Elsevier, vol. 252(PA).
  15. Michal Koles'ar & Pengjin Min & Wenjie Wang & Yichong Zhang, 2026. "Cluster-Robust Inference for Quadratic Forms," Papers 2602.13537, arXiv.org, revised Feb 2026.
  16. Zhenhong Huang & Chen Wang & Jianfeng Yao, 2023. "The First-stage F Test with Many Weak Instruments," Papers 2302.14423, arXiv.org, revised Sep 2024.
  17. Prosper Dovonon & Nikolay Gospodinov, 2025. "A Uniformly Valid Test for Instrument Exogeneity," FRB Atlanta Working Paper 2025-9, Federal Reserve Bank of Atlanta.
  18. Dennis Lim & Wenjie Wang & Yichong Zhang, 2022. "A Conditional Linear Combination Test with Many Weak Instruments," Papers 2207.11137, arXiv.org, revised Apr 2023.
  19. Isaac Meza & Rahul Singh, 2025. "Canonical correlation regression with noisy data," Papers 2512.22697, arXiv.org.
  20. Andrew Shephard & Xu Cheng & Alejándro Sanchez-Becerra, 2023. "How to weight in moments matchings: A new approach and applications to earnings dynamics," CeMMAP working papers 13/23, Institute for Fiscal Studies.
  21. Manu Navjeevan, 2023. "An Identification and Dimensionality Robust Test for Instrumental Variables Models," Papers 2311.14892, arXiv.org, revised Dec 2024.
  22. Zhenhong Huang & Chen Wang & Jianfeng Yao, 2023. "A specification test for the strength of instrumental variables," Papers 2302.14396, arXiv.org.
  23. Qu Feng & Sombut Jaidee & Wenjie Wang, 2025. "Robust Inference with High-Dimensional Instruments," Papers 2506.23834, arXiv.org.
  24. Johannes W. Ligtenberg, 2023. "Inference in clustered IV models with many and weak instruments," Papers 2306.08559, arXiv.org, revised Oct 2025.
  25. Tom Boot & Didier Nibbering, 2024. "Inference on LATEs with covariates," Papers 2402.12607, arXiv.org, revised Nov 2024.
  26. Chao, John C. & Swanson, Norman R. & Woutersen, Tiemen, 2023. "Jackknife estimation of a cluster-sample IV regression model with many weak instruments," Journal of Econometrics, Elsevier, vol. 235(2), pages 1747-1769.
  27. Lim, Dennis & Wang, Wenjie & Zhang, Yichong, 2024. "A conditional linear combination test with many weak instruments," Journal of Econometrics, Elsevier, vol. 238(2).
  28. Jochmans, Koen, 2023. "Many (Weak) Judges in Judge-Leniency Designs," TSE Working Papers 23-1481, Toulouse School of Economics (TSE).
  29. Thomas Wiemann, 2023. "Optimal Categorical Instrumental Variables," Papers 2311.17021, arXiv.org, revised May 2024.
  30. Johannes W. Ligtenberg & Tiemen Woutersen, 2024. "Multidimensional clustering in judge designs," Papers 2406.09473, arXiv.org.
  31. Doko Tchatoka, Firmin & Wang, Wenjie, 2025. "Identification-Robust Two-Stage Bootstrap Tests with Pretesting for Exogeneity," MPRA Paper 125017, University Library of Munich, Germany.
  32. Eleonora Brandimarti, 2025. "Self-Selection, University Courses and Returns to Advanced Degrees," Papers 2511.09260, arXiv.org.
  33. Xiduo Chen & Xingdong Feng & Antonio F. Galvao & Yeheng Ge, 2025. "Treatment Effects Inference with High-Dimensional Instruments and Control Variables," Papers 2503.20149, arXiv.org, revised Oct 2025.
  34. Dennis Lim & Wenjie Wang & Yichong Zhang, 2024. "A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions," Papers 2412.01603, arXiv.org, revised Sep 2025.
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