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

Inference in regression models with many regressors

(2012) Stanislav Anatolyev   JOURNAL OF ECONOMETRICS

Hahn–Hausman test as a specification test

(2011) Yoonseok Lee et al.   JOURNAL OF ECONOMETRICS

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

(2011) John C. Chao et al.   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

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