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Regularized LIML for many instruments
Carrasco, Marine, (2015)
Instrumental variable estimation with heteroskedasticity and many instruments
Hausman, Jerry A., (2012)
Inference in instrumental variables models with heteroskedasticity and many instruments
Crudu, Federico, (2017)
Efficient Estimation with Many Weak Instruments Using Regularization Techniques
Carrasco, Marine, (2019)
Regularized LIML for Many Instruments
Carrasco, Marine, (2013)
Regularization based Anderson Rubin tests for many instruments
Carrasco, Marine, (2016)