OPTIMAL INFERENCE WITH MANY INSTRUMENTS

DOI10.1017/S0266466602181084zbMath1181.62191OpenAlexW2111570292MaRDI QIDQ4807286

Jinyong Hahn

Publication date: 18 May 2003

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466602181084

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Point estimation (62F10)

Related Items (8)

Testing with many weak instruments ⋮ Econometric estimation with high-dimensional moment equalities ⋮ OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE ⋮ Minimum distance approach to inference with many instruments ⋮ On the asymptotic optimality of the LIML estimator with possibly many instruments ⋮ Robust estimation with many instruments ⋮ Jackknife instrumental variable estimation with heteroskedasticity ⋮ Instrumental variables: an econometrician's perspective

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