Instrumental variable estimation with first-stage heterogeneity

DOI10.1016/J.JECONOM.2023.02.005MaRDI QIDQ6199657FDOQ6199657

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

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Cited In (1)

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

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