csa2sls: A complete subset approach for many instruments using Stata
We develop a Stata command $\texttt{csa2sls}$ that implements the complete subset averaging two-stage least squares (CSA2SLS) estimator in Lee and Shin (2021). The CSA2SLS estimator is an alternative to the two-stage least squares estimator that remedies the bias issue caused by many correlated inst...
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