OPTIMAL INFERENCE WITH MANY INSTRUMENTS

DOI10.1017/S0266466602181084zbMATH Open1181.62191OpenAlexW2111570292MaRDI QIDQ4807286FDOQ4807286

Authors: 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

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Mathematics Subject Classification ID

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

Cited In (10)

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

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