Develops a robust two-step two-sample IV estimator and associated overidentification and weak-instrument tests that use only six summary statistics and remain efficient under heteroskedasticity and sample heterogeneity.
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Two-Sample IV: Efficient Two-Step Estimation and Tests for Overidentification and Weak-Instruments
Develops a robust two-step two-sample IV estimator and associated overidentification and weak-instrument tests that use only six summary statistics and remain efficient under heteroskedasticity and sample heterogeneity.