3 papers
econ.EM2026
An Improved Inference for IV Regressions
Liyu Dou, Pengjin Min, Wenjie Wang +1
Empirical instrumental variables (IV) studies often report separate results based on low-dimensional instruments and many base instruments. This paper proposes a combination test t…
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…
econ.EM2025
A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions
Dennis Lim, Wenjie Wang, Yichong Zhang
Weak-identification-robust tests for instrumental variable (IV) regressions are typically developed separately depending on whether the number of IVs is treated as fixed or increas…