Concepedia

Many Instruments

Many Instruments is an econometric method in the instrumental variables framework that addresses the challenges of estimation and inference when the number of instruments is large relative to the sample size, typically by employing regularization, dimension reduction, or asymptotic refinements to maintain consistency and efficiency.

192

Publications

28.6K

Citations

399

Authors

236

Institutions

Publications per year

2017–2026

32

Variants

Many-instrument Problem

Parents

Publications

192

Instrumental Variables Regression with Weak Instruments

Douglas O. Staiger, James H. Stock · Econometrica · 1997 · 7.3K citations

, , +12

A Note on the Theme of Too Many Instruments<sup>*</sup>

David Roodman · Oxford Bulletin of Economics and Statistics · 2009 · 4.9K citations · Full text

, , +14

The Estimation of Economic Relationships using Instrumental Variables

J. D. Sargan · Econometrica · 1958 · 3.4K citations

, , +16

Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain

Econometrica · 2012 · 923 citations

, , +14

A Note on the Theme of Too Many Instruments

David Roodman · SSRN Electronic Journal · 2008 · 742 citations · Full text

, , +16

1–5 of 192

Authors

399

  1. CH
    Christian Hansen

    University of Chicago, United States

    10 publications · 1.2K citations

    10

    h-index

  2. VC
    Victor Chernozhukov

    Massachusetts Institute of Technology, United States

    9 publications · 855 citations

    9

    h-index

  3. WK
    Whitney K. Newey

    Massachusetts Institute of Technology, United States

    8 publications · 857 citations

    8

    h-index

  4. GW
    Guido W. Imbens

    Stanford University, United States

    6 publications · 658 citations

    6

    h-index

  5. AB
    Alexandre Belloni

    Duke University, United States

    6 publications · 404 citations

    6

    h-index

1–5 of 399

Institutions

236

  1. Massachusetts Institute of Technology

    Cambridge, United States

    11 h-index

    15 publications

    2.1K citations

  2. University of Chicago

    Chicago, United States

    10 h-index

    12 publications

    1.3K citations

  3. Princeton University

    Princeton, United States

    7 h-index

    9 publications

    924 citations

  4. National Bureau of Economic Research

    Cambridge, United States

    7 h-index

    16 publications

    15.2K citations

  5. University of Maryland, College Park

    College Park, United States

    6 h-index

    6 publications

    280 citations

  6. University of California, Los Angeles

    Los Angeles, United States

    6 h-index

    6 publications

    1K citations

  7. Harvard University Press

    Cambridge, United States

    5 h-index

    10 publications

    688 citations

  8. Rutgers Sexual and Reproductive Health and Rights

    Utrecht, Netherlands

    5 h-index

    5 publications

    249 citations

1–8 of 236

Venues

  1. Econometrica

    11 publications · 13.1K citations

    10

    h-index

  2. SSRN Electronic Journal

    Repository · 11 publications · 1K citations

    10

    h-index

  3. Journal of Econometrics

    10 publications · 508 citations

    10

    h-index

  4. Econometric Theory

    5 publications · 142 citations

    5

    h-index

  5. Journal of Applied Econometrics

    4 publications · 515 citations

    4

    h-index

1–5