Inference with Many Weak Instruments
<jats:title>Abstract</jats:title> <jats:p>We develop a concept of weak identification in linear instrumental variable models in which the number of instruments can grow at the same rate or slower than the sample size. We propose a jackknifed version of the classical...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Oxford University Press (OUP)
2022
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| Online Access: | https://hdl.handle.net/1721.1/145189 |