Inference in Instrumental Variable Regression Analysis with Heterogeneous Treatment Effects
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- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019. "A Doubly Corrected Robust Variance Estimator for Linear GMM," Papers 1908.07821, arXiv.org, revised May 2020.
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- Chao, John C. & Swanson, Norman R. & Woutersen, Tiemen, 2023. "Jackknife estimation of a cluster-sample IV regression model with many weak instruments," Journal of Econometrics, Elsevier, vol. 235(2), pages 1747-1769.
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More about this item
Keywords
heterogeneous treatment effects; LATE; instrumental variables; jackknife; high-dimensional data;All these keywords.
JEL classification:
- C36 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Instrumental Variables (IV) Estimation
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