On the instrumental variable estimation with many weak and invalid instruments

DOI10.1093/JRSSSB/QKAE025MaRDI QIDQ6670547FDOQ6670547

Qingliang Fan, Xin-Yuan Song, Yiqi Lin, Frank Windmeijer

Publication date: 23 January 2025

Published in: Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

zbMATH Keywords

invalid instrumentstreatment effectweak instrumentsnon-convex penaltymodel identification

Mathematics Subject Classification ID

Statistics (62-XX)

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