Copertina

Assessing Omitted Variable Bias when the Controls are Endogenous

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Diegert, Paul, Masten, Matthew A., Poirier, Alexandre
Natura:	Preprint
Pubblicazione:	2022
Soggetti:	Econometrics Methodology
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

The Effect of Omitted Variables on the Sign of Regression Coefficients
di: Masten, Matthew A., et al.
Pubblicazione: (2022)

Assessing Sensitivity to IV Exclusion and Exogeneity without First Stage Monotonicity
di: Diegert, Paul, et al.
Pubblicazione: (2026)

An Axiomatic Approach to Comparing Sensitivity Parameters
di: Diegert, Paul, et al.
Pubblicazione: (2025)

A General Approach to Relaxing Unconfoundedness
di: Masten, Matthew A., et al.
Pubblicazione: (2025)

Quantifying Omitted Variable Bias in Nonlinear Instrumental Variable Estimators
di: Yen, Yu-Min
Pubblicazione: (2026)

Finite Population Identification and Design-Based Sensitivity Analysis
di: Kline, Brendan, et al.
Pubblicazione: (2025)

Long Story Short: Omitted Variable Bias in Causal Machine Learning
di: Chernozhukov, Victor, et al.
Pubblicazione: (2021)

Quantifying the Internal Validity of Weighted Estimands
di: Poirier, Alexandre, et al.
Pubblicazione: (2024)

Iterative Estimation of Nonparametric Regressions with Continuous Endogenous Variables and Discrete Instruments
di: Centorrino, Samuele, et al.
Pubblicazione: (2019)

Marginal Effects for Probit and Tobit with Endogeneity
di: Evdokimov, Kirill S., et al.
Pubblicazione: (2023)

Contamination Bias in Linear Regressions
di: Goldsmith-Pinkham, Paul, et al.
Pubblicazione: (2021)

Panel Estimation of Taxable Income Elasticities with Heterogeneity and Endogenous Budget Sets
di: Blomquist, Soren, et al.
Pubblicazione: (2024)

Negative Control Falsification Tests for Instrumental Variable Designs
di: Danieli, Oren, et al.
Pubblicazione: (2023)

Extreme Quantile Treatment Effects under Endogeneity: Evaluating Policy Effects for the Most Vulnerable Individuals
di: Sasaki, Yuya, et al.
Pubblicazione: (2024)

Optimal Decision Rules when Payoffs are Partially Identified
di: Christensen, Timothy, et al.
Pubblicazione: (2022)

Valid Inference when Testing Violations of Parallel Trends for Difference-in-Differences
di: Mikhaeil, Jonas M., et al.
Pubblicazione: (2025)

Double/Debiased CoCoLASSO of Treatment Effects with Mismeasured High-Dimensional Control Variables
di: Kim, Geonwoo, et al.
Pubblicazione: (2024)

Efficient Difference-in-Differences Estimation when Outcomes are Missing at Random
di: Testa, Lorenzo, et al.
Pubblicazione: (2025)

The Bias-Variance Tradeoff in Long-Term Experimentation
di: Ting, Daniel, et al.
Pubblicazione: (2025)

Efficient Bias Correction for Cross-section and Panel Data
di: Hahn, Jinyong, et al.
Pubblicazione: (2022)

Partial Identification of Causal Effects for Endogenous Continuous Treatments
di: Dalal, Abhinandan, et al.
Pubblicazione: (2025)

Resistant Inference in Instrumental Variable Models
di: Klooster, Jens, et al.
Pubblicazione: (2024)

Quasi-Bayes in Latent Variable Models
di: Kankanala, Sid
Pubblicazione: (2023)

Estimation of MIDAS Regressions with Errors-in-the-Variables
di: Kaur, Sukhbir, et al.
Pubblicazione: (2026)

Relative Bias Under Imperfect Identification in Observational Causal Inference
di: Huang, Melody, et al.
Pubblicazione: (2025)

Bayesian Inference for Confounding Variables and Limited Information
di: Scharfenaker, Ellis, et al.
Pubblicazione: (2025)

Limit Theorems for Network Dependent Random Variables
di: Kojevnikov, Denis, et al.
Pubblicazione: (2019)

Comment on 'Sparse Bayesian Factor Analysis when the Number of Factors is Unknown' by S. Frühwirth-Schnatter, D. Hosszejni, and H. Freitas Lopes
di: Casarin, Roberto, et al.
Pubblicazione: (2024)

Some models are useful, but for how long?: A decision theoretic approach to choosing when to refit large-scale prediction models
di: Hoffman, Kentaro, et al.
Pubblicazione: (2024)

Mind the Income Gap: Bias Correction of Inequality Estimators in Small-Sized Samples
di: De Nicolò, Silvia, et al.
Pubblicazione: (2021)

One Instrument to Rule Them All: The Bias and Coverage of Just-ID IV
di: Angrist, Joshua, et al.
Pubblicazione: (2021)

On Quantile Treatment Effects, Rank Similarity,and Variation of Instrumental Variables
di: Han, Sukjin, et al.
Pubblicazione: (2025)

A Practical Guide to Instrumental Variables Methods with Heterogeneous Treatment Effects
di: Słoczyński, Tymon, et al.
Pubblicazione: (2026)

Sensitivity Analysis for Instrumental Variables Under Joint Relaxations of Monotonicity and Independence
di: Picchetti, Pedro
Pubblicazione: (2026)

Testing the Exogeneity of Instrumental Variables and Regressors in Linear Regression Models Using Copulas
di: Emadi, Seyed Morteza
Pubblicazione: (2024)

A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions
di: Lim, Dennis, et al.
Pubblicazione: (2024)

Partial Identification of Policy-Relevant Treatment Effects with Instrumental Variables via Optimal Transport
di: Tan, Jiyuan, et al.
Pubblicazione: (2026)

Modelling with Sensitive Variables
di: Chan, Felix, et al.
Pubblicazione: (2024)

The Falsification Adaptive Set in Linear Models with Instrumental Variables that Violate the Exclusion or Conditional Exogeneity Restriction
di: Apfel, Nicolas, et al.
Pubblicazione: (2022)

Quasi-Bayesian Local Projection Instrumental-Variables Method: Application to Renewable Energy and Electricity Prices
di: Tanaka, Masahiro
Pubblicazione: (2026)