Instrumental variables estimation and inference in the presence of many exogenous regressors

DOI10.1111/j.1368-423X.2012.00383.xMaRDI QIDQ5093200

Stanislav Anatolyev

Publication date: 26 July 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

zbMATH Keywords

bias correctionmany instrumentsinstrumental variables regression\(J\) testAnderson-Rubin test\(t\) testLIML estimator2SLS estimatorKleibergen testmany exogenous regressors

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS ⋮ Testing many restrictions under heteroskedasticity ⋮ Minimum distance approach to inference with many instruments

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