A Ridge-Regularized Jackknifed Anderson-Rubin Test

DOI10.1080/07350015.2023.2290739zbMATH Open1547.62703MaRDI QIDQ6626275

Anders Bredahl Kock, Sophocles Mavroeidis, Unnamed Author

Publication date: 28 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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• Mendelian Randomization
• ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
• Finite sample properties of the GMM Anderson–Rubin test
• A conditional linear combination test with many weak instruments

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