Simple many-instruments robust standard errors through concentrated instrumental variables

DOI10.1016/J.ECONLET.2016.09.017zbMath1490.62171OpenAlexW2529897833MaRDI QIDQ1668631

Tom Wansbeek, Paul A. Bekker

Publication date: 29 August 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://research.rug.nl/en/publications/simple-manyinstruments-robust-standard-errors-through-concentrated-instrumental-variables(9d7b2acd-ded4-4369-aa12-9a04285e7ebb).html

zbMATH Keywords

weak instrumentsLIMLconcentrated instruments

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (1)

ML and GMM with concentrated instruments in the static panel data model

Cites Work

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• ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS
• The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
• Alternative Approximations to the Distributions of Instrumental Variable Estimators
• Instrumental variable estimation with heteroskedasticity and many instruments
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
• The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations

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