Overcoming the Many Weak Instrument Problem Using Normalized Principal Components

DOI10.1108/S0731-9053(2012)0000029010MaRDI QIDQ5133578zbMATH OpenFDO

Authors Nicky Grant

Publication date 10 November 2020

Published in Essays in Honor of Jerry Hausman (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1108/S0731-9053(2012)0000029010

zbMATH Keywords

instrument selectionmany weak instrumentsprincipal components

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to economics (62P20)

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