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econ.EM2023
Valid Wald Inference with Many Weak Instruments
Luther Yap
This paper proposes three novel test procedures that yield valid inference in an environment with many weak instrumental variables (MWIV). It is observed that the t statistic of th…
econ.EM2023
Sensitivity Analysis for Linear Estimators
Jacob Dorn, Luther Yap
We propose a novel sensitivity analysis framework for linear estimators with identification failures that can be viewed as seeing the wrong outcome distribution. Our approach measu…