Inference with Many Weak Instruments
Work
Year: 2021
Type: article
Abstract: 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... more
Source: The Review of Economic Studies
Authors Anna Mikusheva, Liyang Sun
Institutions Institute of Economics, University of California, Berkeley, Centro de Estudios Monetarios y Financieros
Cites: 26
Cited by: 25
Related to: 10
FWCI: 4.172
Citation percentile (by year/subfield): 100
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: green