Detecting invalid instruments using \(L_{1}\)-GMM

DOI10.1016/j.econlet.2008.09.004zbMath1255.62351OpenAlexW3123081692MaRDI QIDQ1934944

Chirok Han

Publication date: 29 January 2013

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2008.09.004

zbMATH Keywords

instrumental variablesover-identification testinvalid instruments\(L_{1}\)-GMM

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (4)

Evidence factors from multiple, possibly invalid, instrumental variables ⋮ Doubly debiased Lasso: high-dimensional inference under hidden confounding ⋮ The GENIUS approach to robust Mendelian randomization inference ⋮ On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments

Cites Work

• Asymptotic Theory of Least Absolute Error Regression
• Instrumental Variables Regression with Weak Instruments
• THE PROPERTIES OF L_p-GMM ESTIMATORS
• GMM with Many Moment Conditions
• Consistent Estimation with a Large Number of Weak Instruments

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