Jackknife estimation of a cluster-sample IV regression model with many weak instruments

DOI10.1016/j.jeconom.2022.12.011OpenAlexW4319871001MaRDI QIDQ6108326

Norman R. Swanson, Tiemen Woutersen, John C. Chao

Publication date: 29 June 2023

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2022.12.011

zbMATH Keywords

panel datajackknifeinstrumental variablesheteroskedasticitymany weak instrumentscluster sample

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items

A conditional linear combination test with many weak instruments

Cites Work

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