A jackknife Lagrange multiplier test with many weak instruments

Cites Work

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Testing with many weak instruments
Generic results for establishing the asymptotic size of confidence sets and tests
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors
Instrumental variables estimation with many weak instruments using regularized JIVE
Testing overidentifying restrictions with many instruments and heteroskedasticity
Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations
ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
Generalized Method of Moments With Many Weak Moment Conditions
Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size
Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations
The Bias of Instrumental Variable Estimators of Simultaneous Equation Systems
Some Properties of a Modification of the Limited Information Estimator
Alternative Approximations to the Distributions of Instrumental Variable Estimators
Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments
Instrumental variable estimation with heteroskedasticity and many instruments
Leave‐Out Estimation of Variance Components
INFERENCE IN INSTRUMENTAL VARIABLE MODELS WITH HETEROSKEDASTICITY AND MANY INSTRUMENTS
Inference with Many Weak Instruments
GMM with Many Moment Conditions
Consistent Estimation with a Large Number of Weak Instruments
Testing Parameters in GMM Without Assuming that They Are Identified
A Conditional Likelihood Ratio Test for Structural Models
Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression

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