Topic: Weak and Multiple Instruments

Overidentifying Restrictions and the J Statistic

Many-Instrument Asymptotics and First-Stage Overfitting

Many-Instrument Bias in Two-Stage Least Squares

LIML and Fuller Estimation with Many Instruments

First-Stage F Statistics and Their Limitations

Complier-Specific Effects with Multiple Instruments

Comparing Instrument-Specific Wald Estimates

Choosing Weak-Instrument-Robust Inference Procedures

A Diagnostic Workflow for Weak and Multiple Instruments