Overcoming the Many Weak Instrument Problem Using Normalized Principal Components

DOI10.1108/S0731-9053(2012)0000029010zbMath1453.62536MaRDI QIDQ5133578

Nicky Grant

Publication date: 10 November 2020

Published in: Essays in Honor of Jerry Hausman (Search for Journal in Brave)

zbMATH Keywords

principal componentsmany weak instrumentsinstrument selection

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25)

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