Inference with Many Weak Instruments

Citations

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.
   • Bertille Antoine & Pascal Lavergne, 2019. "Identification-Robust Nonparametric Inference in a Linear IV Model," Discussion Papers dp19-02, Department of Economics, Simon Fraser University.
   • Antoine Bertille & Pascal Lavergne, 2023. "Identification-Robust Nonparametric Inference in a Linear IV Model," Post-Print hal-04141433, HAL.
   • Bertille Antoine & Pascal Lavergne, 2021. "Identifcation-Robust Nonparametric Inference in a Linear IV Model," Discussion Papers dp21-12, Department of Economics, Simon Fraser University.
   • Antoine, Bertille & Lavergne, Pascal, 2019. "Identification-Robust Nonparametric Inference in a Linear IV Model," TSE Working Papers 19-1004, Toulouse School of Economics (TSE), revised May 2021.
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).
   • Stanislav Anatolyev & Mikkel S{o}lvsten, 2020. "Testing Many Restrictions Under Heteroskedasticity," Papers 2003.07320, arXiv.org, revised Jan 2023.
4. 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).
   • Joshua Angrist & Michal Koles'ar, 2021. "One Instrument to Rule Them All: The Bias and Coverage of Just-ID IV," Papers 2110.10556, arXiv.org, revised Dec 2022.
   • Joshua Angrist & Michal Kolesár, 2022. "One Instrument to Rule Them All: The Bias and Coverage of Just-ID IV," Working Papers 2022-17, Princeton University. Economics Department..
   • Joshua Angrist & Michal Kolesár, 2021. "One Instrument to Rule Them All: The Bias and Coverage of Just-ID IV," NBER Working Papers 29417, National Bureau of Economic Research, Inc.
5. 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.
6. Allen, David, 2022. "Asset Pricing Tests, Endogeneity issues and Fama-French factors," MPRA Paper 113610, University Library of Munich, Germany.
7. Anna Mikusheva & Liyang Sun, 2024. "Weak identification with many instruments," The Econometrics Journal, Royal Economic Society, vol. 27(2), pages -28.
   • Anna Mikusheva & Liyang Sun, 2023. "Weak Identification with Many Instruments," Papers 2308.09535, arXiv.org, revised Jan 2024.
8. Aristide Houndetoungan & Abdoul Haki Maoude, 2024. "Inference for Two-Stage Extremum Estimators," THEMA Working Papers 2024-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
9. Tom Boot & Johannes W. Ligtenberg, 2023. "Identification- and many instrument-robust inference via invariant moment conditions," Papers 2303.07822, arXiv.org, revised Feb 2025.
10. Aristide Houndetoungan, 2025. "Quantile Peer Effect Models," Papers 2506.12920, arXiv.org.
11. Zhenhong Huang & Chen Wang & Jianfeng Yao, 2023. "The First-stage F Test with Many Weak Instruments," Papers 2302.14423, arXiv.org, revised Sep 2024.
12. Dennis Lim & Wenjie Wang & Yichong Zhang, 2022. "A Conditional Linear Combination Test with Many Weak Instruments," Papers 2207.11137, arXiv.org, revised Apr 2023.
13. 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.
14. Aristide Houndetoungan & Abdoul Haki Maoude, 2024. "Inference for Two-Stage Extremum Estimators," THEMA Working Papers 2024-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    • Aristide Houndetoungan & Abdoul Haki Maoude, 2024. "Inference for Two-Stage Extremum Estimators," Papers 2402.05030, arXiv.org, revised Nov 2024.
15. Manu Navjeevan, 2023. "An Identification and Dimensionality Robust Test for Instrumental Variables Models," Papers 2311.14892, arXiv.org, revised Dec 2024.
16. Zhenhong Huang & Chen Wang & Jianfeng Yao, 2023. "A specification test for the strength of instrumental variables," Papers 2302.14396, arXiv.org.
17. Johannes W. Ligtenberg, 2023. "Inference in IV models with clustered dependence, many instruments and weak identification," Papers 2306.08559, arXiv.org, revised Mar 2024.
18. Tom Boot & Didier Nibbering, 2024. "Inference on LATEs with covariates," Papers 2402.12607, arXiv.org, revised Nov 2024.
19. 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.
20. Lim, Dennis & Wang, Wenjie & Zhang, Yichong, 2024. "A conditional linear combination test with many weak instruments," Journal of Econometrics, Elsevier, vol. 238(2).
21. Jochmans, Koen, 2023. "Many (Weak) Judges in Judge-Leniency Designs," TSE Working Papers 23-1481, Toulouse School of Economics (TSE).
22. Thomas Wiemann, 2023. "Optimal Categorical Instrumental Variables," Papers 2311.17021, arXiv.org, revised May 2024.
23. Johannes W. Ligtenberg & Tiemen Woutersen, 2024. "Multidimensional clustering in judge designs," Papers 2406.09473, arXiv.org.
24. Doko Tchatoka, Firmin & Wang, Wenjie, 2025. "Identification-Robust Two-Stage Bootstrap Tests with Pretesting for Exogeneity," MPRA Paper 125017, University Library of Munich, Germany.
25. 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.
26. Dennis Lim & Wenjie Wang & Yichong Zhang, 2024. "A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions," Papers 2412.01603, arXiv.org.