Robust inference for the two-sample 2SLS estimator

DOI10.1016/j.econlet.2016.06.033zbMath1398.62183OpenAlexW2482232394WikidataQ37262185 ScholiaQ37262185MaRDI QIDQ1668503

David Pacini, Frank A. G. Windmeijer

Publication date: 29 August 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2016.06.033

zbMATH Keywords

linear modelinstrumental variablesrobust inferencedata combinationnonlinear GMM

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Linear regression; mixed models (62J05)

Related Items (7)

On Semiparametric Instrumental Variable Estimation of Average Treatment Effects through Data Fusion ⋮ Causal Inference in Transcriptome-Wide Association Studies with Invalid Instruments and GWAS Summary Data ⋮ Yet another look at the omitted variable bias ⋮ Efficient estimation with missing data and endogeneity ⋮ Statistical inference in two-sample summary-data Mendelian randomization using robust adjusted profile score ⋮ Estimation and inference of semiparametric models using data from several sources ⋮ Two-sample instrumental variable analyses using heterogeneous samples

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