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econ.EM2023
Weak Identification with Many Instruments
Anna Mikusheva, Liyang Sun
Linear instrumental variable regressions are widely used to estimate causal effects. Many instruments arise from the use of ``technical'' instruments and more recently from the emp…
econ.EM2023★ 3 cited
Linear Regression with Weak Exogeneity
Anna Mikusheva, Mikkel Sølvsten
This paper studies linear time series regressions with many regressors. Weak exogeneity is the most used identifying assumption in time series. Weak exogeneity requires the structu…