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Regularized LIML for many instruments
Carrasco, Marine, (2015)
Inference in instrumental variables models with heteroskedasticity and many instruments
Crudu, Federico, (2017)
Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV
Carrasco, Marine, (2022)
Efficient estimation using regularized Jackknife IV estimator
Carrasco, Marine, (2021)
Rejoinder: In-sample inference and forecasting in misspecified factor models
Carrasco, Marine, (2016)