most citedMinimum Distance Approach to Inference with Many Instruments

13 citations · 13 across the 2 of their papers we have counts for

collaborators

2 papers

econ.EM2026

Cluster-Robust Inference for Quadratic Forms

Michal Kolesár, Pengjin Min, Wenjie Wang +1

This paper studies inference for quadratic forms of linear regression coefficients with clustered data and many covariates. Our framework covers three important special cases: inst…

stat.AP2015★ 13 cited

Minimum Distance Approach to Inference with Many Instruments

Michal Kolesár

I analyze a linear instrumental variables model with a single endogenous regressor and many instruments. I use invariance arguments to construct a new minimum distance objective fu…