Instrumental variables estimation and inference in the presence of many exogenous regressors (Q5093200): Difference between revisions

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scientific article; zbMATH DE number 7563555
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Instrumental variables estimation and inference in the presence of many exogenous regressors
scientific article; zbMATH DE number 7563555

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    Instrumental variables estimation and inference in the presence of many exogenous regressors (English)
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    26 July 2022
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    2SLS estimator
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    Anderson-Rubin test
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    bias correction
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    instrumental variables regression
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    \(J\) test
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    Kleibergen test
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    LIML estimator
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    many exogenous regressors
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    many instruments
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    \(t\) test
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