4 papers
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…
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…
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…
Gradient Wild Bootstrap for Instrumental Variable Quantile Regressions with Weak and Few Clusters
Wenjie Wang, Yichong Zhang
We study the gradient wild bootstrap-based inference for instrumental variable quantile regressions in the framework of a small number of large clusters in which the number of clus…