Published November 7, 2021 | Version v2
Software Open

Replication package for: Inference with Many Weak Instruments

  • 1. MIT
  • 2. UC Berkeley and CEMFI

Description

The package contains all the code necessary to reproduce the figures and tables in Mikusheva and Sun (forthcoming) "Inference with Many Weak Instruments." Review of Economic Studies.  Detailed instructions are also given about accessing the raw data.

Files

data.zip

Files (6.4 MB)

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