Using many valid instrumental variables has the potential to improve efficiency but makes
the usual inference procedures inaccurate. We give corrected standard errors, an extension …

Using many moment conditions can improve efficiency but makes the usual generalized
method of moments (GMM) inferences inaccurate. Two‐step GMM is biased. Generalized …

This paper gives a relatively simple, well behaved solution to the problem of many
instruments in heteroskedastic data. Such settings are common in microeconometric …

This paper derives the limiting distributions of alternative jackknife instrumental variables
(JIV) estimators and gives formulas for accompanying consistent standard errors in the …

We introduce two simple new variants of the jackknife instrumental variables (JIVE)
estimator for overidentified linear models and show that they are superior to the existing …

Economists rely frequently on instrumental variables estimation to overcome biases that
endogenous explanatory variables cause in ordinary least squares estimation. However …

This paper proposes new jackknife IV estimators that are robust to the effects of many weak
instruments and error heteroskedasticity in a cluster sample setting with cluster-specific …

This paper gives identification and estimation results for marginal effects in nonlinear panel
models. We find that linear fixed effects estimators are not consistent, due in part to marginal …

This paper examines the causal effect of fines and court fees on criminal reoffending for low-
level misdemeanants by leveraging the quasi-random assignment of judges in North …

This paper revisits the role of financial intermediations and the effects of foreign direct
investment (FDI) on economic growth using cross-country data between 1975 and 2005. To …