Identification and Inference With Many Invalid Instruments

Partial Identification of Local Average Treatment Effects With an Invalid Instrument

(2013) Carlos A. Flores et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Instrumental variables estimation and inference in the presence of many exogenous regressors

(2012) Stanislav Anatolyev   Econometrics Journal

ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS

(2011) John C. Chao et al.   ECONOMETRIC THEORY

ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION

(2011) Patrik Guggenberger   ECONOMETRIC THEORY

SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS

(2010) Stanislav Anatolyev et al.   ECONOMETRIC THEORY

On the asymptotic optimality of the LIML estimator with possibly many instruments

(2009) T.W. Anderson et al.   JOURNAL OF ECONOMETRICS

OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE

(2009) Laura Chioda et al.   ECONOMETRIC THEORY

MANY INSTRUMENTS ASYMPTOTIC APPROXIMATIONS UNDER NONNORMAL ERROR DISTRIBUTIONS

(2009) Martijn van Hasselt   ECONOMETRIC THEORY

Estimation With Many Instrumental Variables

(2008) Christian Hansen et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS