. The estimator is symmetric in the endogenous variables including the dependent variable. Many instruments and many weak …

This paper gives a relatively simple, well behaved solution to the problem of many instruments in heteroskedastic data …. Such settings are common in microecono- metric applications where many instruments are used to improve efficiency and … are robust to heteroskedasticity and many instruments. We show that the estimator has finite moments and high asymptotic …

This paper gives a test of overidentifying restrictions that is robust to many instruments and heteroskedasticity. It …