Eric Gautier, and Christiern Rose, “Fast, Robust Inference for Linear Instrumental Variables Models using Self-Normalized Moments”, arXiv, n. 2211.02249, November 2022.
Eric Gautier, Christiern Rose, and Alexandre Tsybakov, “High-dimensional instrumental variables regression and confidence sets”, TSE Working Paper, n. 18-930, June 2018, revised November 2019.