A conditional linear combination test with many weak instruments

DOI10.1016/j.jeconom.2023.105602arXiv2207.11137MaRDI QIDQ6152636

Dennis Lim, Wenjie Wang, Yichong Zhang

Publication date: 13 February 2024

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

Full work available at URL: https://arxiv.org/abs/2207.11137

zbMATH Keywords

powersizemany instrumentsweak identification

Mathematics Subject Classification ID

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

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