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INSTRUMENTAL VARIABLES ESTIMATION WITH MANY WEAK INSTRUMENTS USING REGULARIZED JIVE CHRISTIAN HANSEN AND DAMIAN KOZBUR Abstract. We consider instrumental variables regression in models where the number of available instr
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Document Date: 2013-10-06 16:12:54
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INSTRUMENTAL VARIABLES ESTIMATION WITH MANY WEAK INSTRUMENTS USING REGULARIZED JIVE CHRISTIAN HANSEN AND DAMIAN KOZBUR Abstract. We consider instrumental variables regression in models where the number of available instr