An asymptotically optimal two-sample instrumental variables estimation using many instruments

DOI10.1007/S42081-024-00285-8MaRDI QIDQ6883153zbMATH OpenFDO

Authors Naoto Kunitomo, Ryota Yuasa

Publication date 16 December 2025

Published in Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S42081-024-00285-8

zbMATH Keywords

econometricsasymptotic optimalitymany instrumentsstructural equationinstrumental variables (IV)Mendelian randomization (MR)DNA data analysistwo-sample least variance ratio (2SLVR) estimation

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Nonparametric inference (62G99)

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