Score contribution per author:
α: calibrated so average coauthorship-adjusted count equals average raw count
High-dimensional linear models with endogenous variables play an increasingly important role in the recent econometric literature. In this work, we allow for models with many endogenous variables and make use of many instrumental variables to achieve identification. Because of the high-dimensionality in the structural equation, constructing honest confidence regions with asymptotically correct coverage is non-trivial. Our main contribution is to propose estimators and confidence regions that achieve this goal.