Instrumental variables estimation and inference in the presence of many exogenous regressors
Year of publication: |
2012-03
|
---|---|
Authors: | Anatolyev, Stanislav |
Institutions: | Center for Economic and Financial Research (CEFIR), New Economic School (NES) |
Subject: | instrumental variables regression | many instruments | many exogenous regressors | 2SLS estimator | LIML estimator | bias correction | t test | J test | AndersonRubin test | Kleibergen test |
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