Inference with Many Weak Instruments
<jats:title>Abstract</jats:title> <jats:p>We develop a concept of weak identification in linear instrumental variable models in which the number of instruments can grow at the same rate or slower than the sample size. We propose a jackknifed version of the classical weak identifica...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Oxford University Press (OUP),
2022-08-29T17:12:45Z.
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| Subjects: | |
| Online Access: | Get fulltext |