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A ridge-regularized jackknifed Anderson-Rubin test

Max-Sebastian Dovì, Anders Bredahl Kock, and Sophocles Mavroeidis
Year of publication:
2024
Authors: Dovì, Max-Sebastian ; Kock, Anders Bredahl ; Mavroeidis, Sophocles
Subject: High dimensional models | Instrumental variables | Ridge regression | Weak identification | IV-Schätzung | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Statistischer Test | Statistical test
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