Instrumental variable estimation with first-stage heterogeneity

DOI10.1016/J.JECONOM.2023.02.005MaRDI QIDQ6199657zbMATH OpenFDO

Authors Alberto Abadie, Jiaying Gu, Shu Shen

Publication date 21 March 2024

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

zbMATH Keywords

2SLSpre-testingasymptotic MSEfirst-stage heterogeneity

Mathematics Subject Classification ID

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

Cites work

• Alternative Approximations to the Distributions of Instrumental Variable Estimators
• Are ``nearly exogenous instruments reliable?
• Asymptotic distributions of instrumental variables statistics with many instruments
• Choosing the Number of Instruments
• Constructing optimal instruments by first-stage prediction averaging
• Double/debiased machine learning for treatment and structural parameters
• Estimation and Inference of Heterogeneous Treatment Effects using Random Forests
• Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations
• Identification and Estimation of Local Average Treatment Effects
• Instrumental Variables Regression with Weak Instruments
• MODEL SELECTION AND INFERENCE: FACTS AND FICTION
• Minimum distance approach to inference with many instruments
• Mostly harmless econometrics. An empiricist's companion.
• Mother's Education and the Intergenerational Transmission of Human Capital: Evidence from College Openings
• ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION
• On uniform asymptotic risk of averaging GMM estimators
• Rent-sharing, holdup, and wages: evidence from matched panel data
• Robust estimation with many instruments
• Semiparametric instrumental variable estimation of treatment response models.
• Sparse models and methods for optimal instruments with an application to eminent domain
• The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
• The Bias of Instrumental Variable Estimators of Simultaneous Equation Systems
• The optimal choice of moments in dynamic panel data models
• Two-Stage Least Squares Estimation of Average Causal Effects in Models with Variable Treatment Intensity
• Unbiased instrumental variables estimation under known first-stage sign

Cited in

(1)

• Wild bootstrap inference for instrumental variables regressions with weak and few clusters

This page was built for publication: Instrumental variable estimation with first-stage heterogeneity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6199657)