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econ.EM2025
Robust Inference with High-Dimensional Instruments
Qu Feng, Sombut Jaidee, Wenjie Wang
We propose a weak-identification-robust test for linear instrumental variable (IV) regressions with high-dimensional instruments, whose number is allowed to exceed the sample size.…
econ.EM2025
Inference on effect size after multiple hypothesis testing
Andreas Dzemski, Ryo Okui, Wenjie Wang
Significant treatment effects are often emphasized when interpreting and summarizing empirical findings in studies that estimate multiple, possibly many, treatment effects. Under t…