{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,7]],"date-time":"2026-10-07T07:04:22Z","timestamp":1791356662804,"version":"4.3.1"},"reference-count":26,"publisher":"Oxford University Press (OUP)","issue":"5","license":[{"start":{"date-parts":[[2021,12,24]],"date-time":"2021-12-24T00:00:00Z","timestamp":1640304000000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/academic.oup.com\/journals\/pages\/open_access\/funder_policies\/chorus\/standard_publication_model"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2022,9,9]]},"abstract":"<jats:title>Abstract<\/jats:title>\n               <jats:p>We develop a concept of weak identification in linear instrumental variable models in which the number of instruments can grow at the same rate or slower than the sample size. We propose a jackknifed version of the classical weak identification-robust Anderson\u2013Rubin (AR) test statistic. Large-sample inference based on the jackknifed AR is valid under heteroscedasticity and weak identification. The feasible version of this statistic uses a novel variance estimator. The test has uniformly correct size and good power properties. We also develop a pre-test for weak identification that is related to the size property of a Wald test based on the Jackknife Instrumental Variable Estimator. This new pre-test is valid under heteroscedasticity and with many instruments.<\/jats:p>","DOI":"10.1093\/restud\/rdab097","type":"journal-article","created":{"date-parts":[[2021,12,20]],"date-time":"2021-12-20T20:29:29Z","timestamp":1640032169000},"page":"2663-2686","source":"Crossref","is-referenced-by-count":41,"title":["Inference with Many Weak Instruments"],"prefix":"10.1093","volume":"89","author":[{"given":"Anna","family":"Mikusheva","sequence":"first","affiliation":[{"name":"Department of Economics , M.I.T"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Liyang","family":"Sun","sequence":"additional","affiliation":[{"name":"UC Berkeley and CEMFI"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"286","published-online":{"date-parts":[[2021,12,24]]},"reference":[{"key":"2022090919084571700_B1","doi-asserted-by":"crossref","first-page":"427","DOI":"10.1017\/S0266466610000307","article-title":"Specification Testing in Models with Many 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