A conditional linear combination test with many weak instruments-Reference-Cited by-同舟云学术

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A conditional linear combination test with many weak instruments

Published:2024-01 Issue:2 Volume:238 Page:105602
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Lim Dennis,Wang Wenjie,Zhang Yichong

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference60 articles.

1. Specification testing in models with many instruments;Anatolyev;Econom. Theory,2011

2. Factor models with many assets: strong factors, weak factors, and the two-pass procedure;Anatolyev;J. Econometrics,2022

3. On the asymptotic optimality of the LIML estimator with possibly many instruments;Anderson;J. Econometrics,2010

4. Conditional linear combination tests for weakly identified models;Andrews;Econometrica,2016

5. Valid two-step identification-robust confidence sets for GMM;Andrews;Rev. Econ. Stat.,2018

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Weak identification with many instruments;The Econometrics Journal;2024-02-23

2. A Ridge-Regularized Jackknifed Anderson-Rubin Test;Journal of Business & Economic Statistics;2023-12-12

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