One instrument to rule them all: the bias and coverage of just-ID IV

DOI10.1016/j.jeconom.2022.12.012arXiv2110.10556OpenAlexW4318774967MaRDI QIDQ6199654

Michal Kolesár, Joshua D. Angrist

Publication date: 21 March 2024

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.10556

zbMATH Keywords

confidence intervalsbiasinstrumental variablesweak instruments

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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• Judging Instrument Relevance in Instrumental Variables Estimation
• Inference with Many Weak Instruments
• MODEL SELECTION AND INFERENCE: FACTS AND FICTION
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations

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