Instrumental variables estimation with many weak instruments using regularized JIVE

Author:

Hansen Christian,Kozbur Damian

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference35 articles.

1. On the use of principal components of independent variables in two-stage least-squares estimation;Amemiya;Internat. Econom. Rev.,1966

2. The non-linear two-stage least squares estimator;Amemiya;J. Econometrics,1974

3. Inference with weak instruments;Andrews,2007

4. Jackknife instrumental variables estimation;Angrist;J. Appl. Econometrics,1999

5. Does compulsory school attendance affect schooling and earnings?;Angrist;Q. J. Econ.,1991

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