A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs
From MaRDI portal
Publication:6623190
DOI10.1080/07350015.2016.1186555zbMath1547.62817MaRDI QIDQ6623190
Publication date: 23 October 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
Cites Work
- Unnamed Item
- Unnamed Item
- The benefits of prenatal care: evidence from the PAT bus strike
- Using invalid instruments on purpose: focused moment selection and averaging for GMM
- Moderate deviations of generalized method of moments and empirical likelihood estimators
- The validity of instruments revisited
- Efficient M-estimators with auxiliary information
- The large sample behaviour of the generalized method of moments estimator in misspecified models
- Semiparametric instrumental variable estimation of treatment response models.
- Are ``nearly exogenous instruments reliable?
- Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators
- Identification of Causal Effects Using Instrumental Variables
- Identification and Estimation of Local Average Treatment Effects
- A Test for Instrument Validity
- Two-Stage Least Squares Estimation of Average Causal Effects in Models with Variable Treatment Intensity
- Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
- ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION
- Structural Equations, Treatment Effects, and Econometric Policy Evaluation1
- Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators
This page was built for publication: A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs