Instrumental variables estimation and inference in the presence of many exogenous regressors (Q5093200)
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scientific article; zbMATH DE number 7563555
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Instrumental variables estimation and inference in the presence of many exogenous regressors |
scientific article; zbMATH DE number 7563555 |
Statements
Instrumental variables estimation and inference in the presence of many exogenous regressors (English)
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26 July 2022
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2SLS estimator
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Anderson-Rubin test
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bias correction
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instrumental variables regression
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\(J\) test
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Kleibergen test
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LIML estimator
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many exogenous regressors
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many instruments
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\(t\) test
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