Robust estimation with many instruments

A-Tier
Journal: Journal of Econometrics
Year: 2020
Volume: 214
Issue: 2
Pages: 495-512

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Linear instrumental variables models are widely used in empirical work, but often associated with low estimator precision. This paper proposes an estimator that is robust to outliers and shows that the estimator is minimax optimal in a class of estimators that includes the limited maximum likelihood estimator (LIML). Intuitively, this optimal robust estimator combines LIML with Winsorization of the structural residuals and the Winsorization leads to improved precision under thick-tailed error distributions. Consistency and asymptotic normality of the estimator are established under many instruments asymptotics and a consistent variance estimator which allows for asymptotically valid inference is provided.

Technical Details

RePEc Handle
repec:eee:econom:v:214:y:2020:i:2:p:495-512
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-29