Cross-sectional averaging and instrumental variable estimation with many weak instruments

C-Tier
Journal: Economics Letters
Year: 2010
Volume: 108
Issue: 1
Pages: 36-39

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

The present paper suggests a new way to carry out IV estimation with many instruments. Our suggestion is to cross-sectionally average the instruments and use these averages as instruments. We provide a theoretical and Monte Carlo analysis of this approach.

Technical Details

RePEc Handle
repec:eee:ecolet:v:108:y:2010:i:1:p:36-39
Journal Field
General
Author Count
2
Added to Database
2026-01-25