On the structure of IV estimands

DOI10.1016/J.JECONOM.2018.12.017zbMath1452.62875OpenAlexW2904023251WikidataQ128767049 ScholiaQ128767049MaRDI QIDQ2000863

Isaiah Andrews

Publication date: 1 July 2019

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.12.017

zbMATH Keywords

instrumental variablesmisspecification

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

Related Items (2)

Annals issue in honor of Jerry A. Hausman. Editors' introduction ⋮ A doubly corrected robust variance estimator for linear GMM

Cites Work

• Handbook of econometrics. Volume I
• The large sample behaviour of the generalized method of moments estimator in misspecified models
• Asymptotic Statistics
• Identification and Estimation of Local Average Treatment Effects
• GMM with Weak Identification
• Using Instrumental Variables for Inference About Policy Relevant Treatment Parameters
• Two-Stage Least Squares Estimation of Average Causal Effects in Models with Variable Treatment Intensity
• Decision Theory Applied to an Instrumental Variables Model

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