What Impulse Response Do Instrumental Variables Identify?
Fuente:
arXiv
Saved in:
| Main Authors: | Koo, Bonsoo, Lee, Seojeong, Seo, Myung Hwan, Takano, Masaya |
|---|---|
| Format: | Preprint |
| Published: |
2022
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs
by: Lee, Seojeong
Published: (2018)
by: Lee, Seojeong
Published: (2018)
Complete Subset Averaging with Many Instruments
by: Lee, Seojeong, et al.
Published: (2018)
by: Lee, Seojeong, et al.
Published: (2018)
Disentangling Structural Breaks in Factor Models for Macroeconomic Data
by: Koo, Bonsoo, et al.
Published: (2023)
by: Koo, Bonsoo, et al.
Published: (2023)
Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators
by: Lee, Seojeong
Published: (2018)
by: Lee, Seojeong
Published: (2018)
Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators
by: Lee, Seojeong
Published: (2018)
by: Lee, Seojeong
Published: (2018)
Bootstraps for Dynamic Panel Threshold Models
by: Gong, Woosik, et al.
Published: (2022)
by: Gong, Woosik, et al.
Published: (2022)
Functional Linear Projection and Impulse Response Analysis
by: Seo, Won-Ki, et al.
Published: (2025)
by: Seo, Won-Ki, et al.
Published: (2025)
Asymptotic Theory for Clustered Samples
by: Hansen, Bruce E., et al.
Published: (2019)
by: Hansen, Bruce E., et al.
Published: (2019)
Nonlinear Impulse Response Functions and Local Projections
by: Gourieroux, Christian, et al.
Published: (2023)
by: Gourieroux, Christian, et al.
Published: (2023)
Convergence Rates of GMM Estimators with Nonsmooth Moments under Misspecification
by: Kang, Byunghoon, et al.
Published: (2025)
by: Kang, Byunghoon, et al.
Published: (2025)
A Doubly Corrected Robust Variance Estimator for Linear GMM
by: Hwang, Jungbin, et al.
Published: (2019)
by: Hwang, Jungbin, et al.
Published: (2019)
Regression Discontinuity Design with Potentially Many Covariates
by: Arai, Yoichi, et al.
Published: (2021)
by: Arai, Yoichi, et al.
Published: (2021)
Identification of Impulse Response Functions for Nonlinear Dynamic Models
by: Gourieroux, Christian, et al.
Published: (2025)
by: Gourieroux, Christian, et al.
Published: (2025)
Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic
by: Chen, Xiaohong, et al.
Published: (2020)
by: Chen, Xiaohong, et al.
Published: (2020)
Identifying Causal Effects of Discrete, Ordered and ContinuousTreatments using Multiple Instrumental Variables
by: Hoff, Nadja van 't
Published: (2023)
by: Hoff, Nadja van 't
Published: (2023)
Estimator Averaging of Local Projection and VAR Impulse Responses
by: Chen, Chaoyi, et al.
Published: (2026)
by: Chen, Chaoyi, et al.
Published: (2026)
Jackknife Instrumental Variable Inference
by: Crudu, Federico, et al.
Published: (2026)
by: Crudu, Federico, et al.
Published: (2026)
Impulse Response Analysis of Structural Nonlinear Time Series Models
by: Ballarin, Giovanni
Published: (2023)
by: Ballarin, Giovanni
Published: (2023)
SLIM: Stochastic Learning and Inference in Overidentified Models
by: Chen, Xiaohong, et al.
Published: (2025)
by: Chen, Xiaohong, et al.
Published: (2025)
Point-Identifying Semiparametric Sample Selection Models with No Excluded Variable
by: Kim, Dongwoo, et al.
Published: (2025)
by: Kim, Dongwoo, et al.
Published: (2025)
Breakdown Analysis for Instrumental Variables with Binary Outcomes
by: Picchetti, Pedro
Published: (2025)
by: Picchetti, Pedro
Published: (2025)
Instrumental Variable Identification of Dynamic Variance Decompositions
by: Plagborg-Møller, Mikkel, et al.
Published: (2020)
by: Plagborg-Møller, Mikkel, et al.
Published: (2020)
Policy Learning under Endogeneity Using Instrumental Variables
by: Liu, Yan
Published: (2022)
by: Liu, Yan
Published: (2022)
Unobserved Heterogeneous Spillover Effects in Instrumental Variable Models
by: Wu, Huan
Published: (2025)
by: Wu, Huan
Published: (2025)
Robust Permutation Tests in Linear Instrumental Variables Regression
by: Tuvaandorj, Purevdorj
Published: (2021)
by: Tuvaandorj, Purevdorj
Published: (2021)
Resistant Inference in Instrumental Variable Models
by: Klooster, Jens, et al.
Published: (2024)
by: Klooster, Jens, et al.
Published: (2024)
Quantifying Omitted Variable Bias in Nonlinear Instrumental Variable Estimators
by: Yen, Yu-Min
Published: (2026)
by: Yen, Yu-Min
Published: (2026)
Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters
by: Wang, Wenjie, et al.
Published: (2021)
by: Wang, Wenjie, et al.
Published: (2021)
Treatment Effects Inference with High-Dimensional Instruments and Control Variables
by: Chen, Xiduo, et al.
Published: (2025)
by: Chen, Xiduo, et al.
Published: (2025)
Toggling the Defiers to Relax Monotonicity: The Difference-in-Instrumental-Variables Estimand
by: Caro-Burnett, Johann
Published: (2026)
by: Caro-Burnett, Johann
Published: (2026)
Optimal Categorical Instrumental Variables
by: Wiemann, Thomas
Published: (2023)
by: Wiemann, Thomas
Published: (2023)
Optimal break tests for large linear time series models
by: Gupta, Abhimanyu, et al.
Published: (2025)
by: Gupta, Abhimanyu, et al.
Published: (2025)
The Conventional Impulse Response Prior in VAR Models With Sign Restrictions
by: Atsushi Inoue, et al.
Published: (2026)
by: Atsushi Inoue, et al.
Published: (2026)
High Dimensional Binary Choice Model with Unknown Heteroskedasticity or Instrumental Variables
by: Ouyang, Fu, et al.
Published: (2023)
by: Ouyang, Fu, et al.
Published: (2023)
Negative Control Falsification Tests for Instrumental Variable Designs
by: Danieli, Oren, et al.
Published: (2023)
by: Danieli, Oren, et al.
Published: (2023)
Measuring What Cannot Be Surveyed: LLMs as Instruments for Latent Cognitive Variables in Labor Economics
by: Maya, Cristian Espinal
Published: (2026)
by: Maya, Cristian Espinal
Published: (2026)
Gradient Wild Bootstrap for Instrumental Variable Quantile Regressions with Weak and Few Clusters
by: Wang, Wenjie, et al.
Published: (2024)
by: Wang, Wenjie, et al.
Published: (2024)
Quasi-Bayesian Local Projections: Simultaneous Inference and Extension to the Instrumental Variable Method
by: Tanaka, Masahiro
Published: (2025)
by: Tanaka, Masahiro
Published: (2025)
Inference for Treatment Effects Conditional on Generalized Principal Strata using Instrumental Variables
by: Bai, Yuehao, et al.
Published: (2024)
by: Bai, Yuehao, et al.
Published: (2024)
Possibilistic Instrumental Variable Regression
by: Steiner, Gregor, et al.
Published: (2025)
by: Steiner, Gregor, et al.
Published: (2025)
Similar Items
-
A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs
by: Lee, Seojeong
Published: (2018) -
Complete Subset Averaging with Many Instruments
by: Lee, Seojeong, et al.
Published: (2018) -
Disentangling Structural Breaks in Factor Models for Macroeconomic Data
by: Koo, Bonsoo, et al.
Published: (2023) -
Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators
by: Lee, Seojeong
Published: (2018) -
Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators
by: Lee, Seojeong
Published: (2018)