Overidentification testing with weak instruments and heteroskedasticity
Fuente:
arXiv
Saved in:
| Main Authors: | Lane, Stuart, Windmeijer, Frank |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
The Falsification Adaptive Set in Linear Models with Instrumental Variables that Violate the Exclusion or Conditional Exogeneity Restriction
by: Apfel, Nicolas, et al.
Published: (2022)
by: Apfel, Nicolas, et al.
Published: (2022)
Best Feasible Conditional Critical Values for a More Powerful Subvector Anderson-Rubin Test
by: Hoekstra, Jesse, et al.
Published: (2026)
by: Hoekstra, Jesse, et al.
Published: (2026)
A statistician's guide to weak-instrument-robust inference in instrumental variables regression with illustrations in Python
by: Londschien, Malte
Published: (2025)
by: Londschien, Malte
Published: (2025)
The Robust F-Statistic as a Test for Weak Instruments
by: Windmeijer, Frank
Published: (2023)
by: Windmeijer, Frank
Published: (2023)
Functional instrumental variable regression with an application to estimating the impact of immigration on native wages
by: Seong, Dakyung, et al.
Published: (2021)
by: Seong, Dakyung, et al.
Published: (2021)
Overidentification in Shift-Share Designs
by: Hahn, Jinyong, et al.
Published: (2024)
by: Hahn, Jinyong, et al.
Published: (2024)
Quasi-randomization tests for network interference
by: Tiwari, Supriya, et al.
Published: (2024)
by: Tiwari, Supriya, et al.
Published: (2024)
Granger Causality in Expectiles: an M-vine copula test
by: Fuentes-Martínez, Roberto, et al.
Published: (2026)
by: Fuentes-Martínez, Roberto, et al.
Published: (2026)
Is Inference Conditional on Not Rejecting a Pre-test Less Reliable than Unconditional Inference?
by: de Chaisemartin, Clément, et al.
Published: (2024)
by: de Chaisemartin, Clément, et al.
Published: (2024)
Optimal Decision Rules when Payoffs are Partially Identified
by: Christensen, Timothy, et al.
Published: (2022)
by: Christensen, Timothy, et al.
Published: (2022)
One-step smoothing splines instrumental regression
by: Beyhum, Jad, et al.
Published: (2023)
by: Beyhum, Jad, et al.
Published: (2023)
How weak are weak factors? Uniform inference for signal strength in signal plus noise models
by: Bykhovskaya, Anna, et al.
Published: (2025)
by: Bykhovskaya, Anna, et al.
Published: (2025)
Frequentist properties of Bayesian inequality tests
by: Kaplan, David M., et al.
Published: (2016)
by: Kaplan, David M., et al.
Published: (2016)
On Local Overidentification and Efficiency Gains in Modern Causal Inference and Data Combination
by: Chen, Xiaohong, et al.
Published: (2025)
by: Chen, Xiaohong, et al.
Published: (2025)
Optimal testing in a class of nonregular models
by: Shimizu, Yuya, et al.
Published: (2024)
by: Shimizu, Yuya, et al.
Published: (2024)
Partially identified heteroskedastic SVARs
by: Bacchiocchi, Emanuele, et al.
Published: (2024)
by: Bacchiocchi, Emanuele, et al.
Published: (2024)
Regularizing Extrapolation in Causal Inference
by: Arbour, David, et al.
Published: (2025)
by: Arbour, David, et al.
Published: (2025)
A Cautionary Tale on Integrating Studies with Disparate Outcome Measures for Causal Inference
by: Parikh, Harsh, et al.
Published: (2025)
by: Parikh, Harsh, et al.
Published: (2025)
Detecting Sparse Cointegration
by: Gonzalo, Jesus, et al.
Published: (2025)
by: Gonzalo, Jesus, et al.
Published: (2025)
Minnesota BART
by: Lima, Pedro A., et al.
Published: (2025)
by: Lima, Pedro A., et al.
Published: (2025)
Moment Restrictions for Nonlinear Panel Data Models with Feedback
by: Bonhomme, Stéphane, et al.
Published: (2025)
by: Bonhomme, Stéphane, et al.
Published: (2025)
Reasonable uncertainty: Confidence intervals in empirical Bayes discrimination detection
by: Gu, Jiaying, et al.
Published: (2025)
by: Gu, Jiaying, et al.
Published: (2025)
Automatic Order, Bandwidth Selection and Flaws of Eigen Adjustment in HAC Estimation
by: Li, Zhuoxun, et al.
Published: (2025)
by: Li, Zhuoxun, et al.
Published: (2025)
Persuasion Effects in Regression Discontinuity Designs
by: Jun, Sung Jae, et al.
Published: (2025)
by: Jun, Sung Jae, et al.
Published: (2025)
Triply Robust Panel Estimators
by: Athey, Susan, et al.
Published: (2025)
by: Athey, Susan, et al.
Published: (2025)
Where to Experiment? Site Selection Under Distribution Shift via Optimal Transport and Wasserstein DRO
by: Bouyamourn, Adam
Published: (2025)
by: Bouyamourn, Adam
Published: (2025)
Automatic Inference for Value-Added Regressions
by: Xie, Tian
Published: (2025)
by: Xie, Tian
Published: (2025)
Balancing Weights for Causal Mediation Analysis
by: Kawato, Kentaro
Published: (2025)
by: Kawato, Kentaro
Published: (2025)
A sensitivity analysis for the average derivative effect
by: Zhang, Jeffrey
Published: (2025)
by: Zhang, Jeffrey
Published: (2025)
Comparing Misspecified Models with Big Data: A Variational Bayesian Perspective
by: Li, Yong, et al.
Published: (2025)
by: Li, Yong, et al.
Published: (2025)
Identification-aware Markov chain Monte Carlo
by: Kitagawa, Toru, et al.
Published: (2025)
by: Kitagawa, Toru, et al.
Published: (2025)
Reinterpreting demand estimation
by: Chen, Jiafeng
Published: (2025)
by: Chen, Jiafeng
Published: (2025)
A Powerful Bootstrap Test of Independence in High Dimensions
by: Olivares, Mauricio, et al.
Published: (2025)
by: Olivares, Mauricio, et al.
Published: (2025)
On the estimation of leverage effect and volatility of volatility in the presence of jumps
by: Liu, Qiang, et al.
Published: (2025)
by: Liu, Qiang, et al.
Published: (2025)
Neighborhood Stability in Double/Debiased Machine Learning with Dependent Data
by: Cao, Jianfei, et al.
Published: (2025)
by: Cao, Jianfei, et al.
Published: (2025)
Estimating Program Participation with Partial Validation
by: Denteh, Augustine, et al.
Published: (2025)
by: Denteh, Augustine, et al.
Published: (2025)
Uniform Critical Values for Likelihood Ratio Tests in Boundary Problems
by: Cavaliere, Giuseppe, et al.
Published: (2025)
by: Cavaliere, Giuseppe, et al.
Published: (2025)
Placebo Discontinuity Design
by: Singh, Rahul, et al.
Published: (2025)
by: Singh, Rahul, et al.
Published: (2025)
(Visualizing) Plausible Treatment Effect Paths
by: Freyaldenhoven, Simon, et al.
Published: (2025)
by: Freyaldenhoven, Simon, et al.
Published: (2025)
Scenario Synthesis and Macroeconomic Risk
by: Adrian, Tobias, et al.
Published: (2025)
by: Adrian, Tobias, et al.
Published: (2025)
Similar Items
-
The Falsification Adaptive Set in Linear Models with Instrumental Variables that Violate the Exclusion or Conditional Exogeneity Restriction
by: Apfel, Nicolas, et al.
Published: (2022) -
Best Feasible Conditional Critical Values for a More Powerful Subvector Anderson-Rubin Test
by: Hoekstra, Jesse, et al.
Published: (2026) -
A statistician's guide to weak-instrument-robust inference in instrumental variables regression with illustrations in Python
by: Londschien, Malte
Published: (2025) -
The Robust F-Statistic as a Test for Weak Instruments
by: Windmeijer, Frank
Published: (2023) -
Functional instrumental variable regression with an application to estimating the impact of immigration on native wages
by: Seong, Dakyung, et al.
Published: (2021)