Inference in instrumental variables models with many instruments. The package implements procedures from Kolesár (2018, Journal of Econometrics).
See vignette ManyIV.pdf (stored under inst/doc/) for description of the
package.
You can install the package manually by downloading the source code here, or
using the function install_github() from the devtools package:
install.packages("devtools") ## if devtools package not installed
devtools::install_github("kolesarm/ManyIV")