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Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
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- Sreevidya Ayyar & Yukitoshi Matsushita & Taisuke Otsu, 2022. "Conditional likelihood ratio test with many weak instruments," STICERD - Econometrics Paper Series 624, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Ulrich K. Müller & Andriy Norets, 2016. "Coverage Inducing Priors in Nonstandard Inference Problems," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(515), pages 1233-1241, July.
- Xinzheng Shi, 2013. "Impact of household educational expenditures on the test scores of children," Economics Bulletin, AccessEcon, vol. 33(2), pages 1177-1184.
- Isaiah Andrews & Anna Mikusheva, 2016. "Conditional Inference With a Functional Nuisance Parameter," Econometrica, Econometric Society, vol. 84, pages 1571-1612, July.
- Hebous, Shafik & Zimmermann, Tom, 2014. "Revisiting the Narrative Approach of Estimating Fiscal Multipliers," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100408, Verein für Socialpolitik / German Economic Association.
- Dionissi Aliprantis, 2017.
"Assessing the evidence on neighborhood effects from Moving to Opportunity,"
Empirical Economics, Springer, vol. 52(3), pages 925-954, May.
- Dionissi Aliprantis, 2011. "Assessing the evidence on neighborhood effects from moving to opportunity," Working Papers (Old Series) 1101, Federal Reserve Bank of Cleveland.
- Dionissi Aliprantis, 2012. "Assessing the evidence on neighborhood effects from Moving to Opportunity," Working Papers (Old Series) 1122R, Federal Reserve Bank of Cleveland.
- Dionissi Aliprantis, 2014. "Assessing the evidence on neighborhood effects from moving to opportunity," Working Papers (Old Series) 12-33R, Federal Reserve Bank of Cleveland.
- Dionissi Aliprantis, 2015. "Assessing the Evidence on Neighborhood Effects from Moving to Opportunity," Working Papers (Old Series) 1506, Federal Reserve Bank of Cleveland.
- Dionissi Aliprantis, 2011. "Assessing the evidence on neighborhood effects from moving to opportunity," Working Papers (Old Series) 1122, Federal Reserve Bank of Cleveland.
- Qingliang Fan & Wei Zhong, 2018.
"Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(3), pages 388-399, July.
- Fan, Qingliang & Zhong, Wei, 2018. "Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective," IRTG 1792 Discussion Papers 2018-052, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Isaiah Andrews & Timothy B. Armstrong, 2017.
"Unbiased instrumental variables estimation under known first‐stage sign,"
Quantitative Economics, Econometric Society, vol. 8(2), pages 479-503, July.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R5, Cowles Foundation for Research in Economics, Yale University, revised Nov 2016.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2015.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R2, Cowles Foundation for Research in Economics, Yale University, revised Sep 2015.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R3, Cowles Foundation for Research in Economics, Yale University, revised Oct 2015.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R4, Cowles Foundation for Research in Economics, Yale University, revised Apr 2016.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984, Cowles Foundation for Research in Economics, Yale University.
- Andrews, Donald W.K. & Guggenberger, Patrik, 2010.
"Applications of subsampling, hybrid, and size-correction methods,"
Journal of Econometrics, Elsevier, vol. 158(2), pages 285-305, October.
- Patrik Guggenberger, "undated". "Applications of Subsampling, Hybrid, and Size-Correction Methods (joint with D.W.K. Andrews), 2005, this version May 2007," UCLA Economics Online Papers 414, UCLA Department of Economics.
- Donald W.K. Andrews & Patrik Guggenberger, 2007. "Applications of Subsampling, Hybrid, and Size-Correction Methods," Cowles Foundation Discussion Papers 1608, Cowles Foundation for Research in Economics, Yale University.
- Hugo Faria & Hugo Montesinos, 2009. "Does economic freedom cause prosperity? An IV approach," Public Choice, Springer, vol. 141(1), pages 103-127, October.
- MacKinnon, James G., 2023.
"Fast cluster bootstrap methods for linear regression models,"
Econometrics and Statistics, Elsevier, vol. 26(C), pages 52-71.
- James G. MacKinnon, 2021. "Fast cluster bootstrap methods for linear regression models," Working Paper 1465, Economics Department, Queen's University.
- David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack Porter, 2022.
"Valid t-Ratio Inference for IV,"
American Economic Review, American Economic Association, vol. 112(10), pages 3260-3290, October.
- David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack Porter, 2020. "Valid t-ratio Inference for IV," Papers 2010.05058, arXiv.org.
- David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack R. Porter, 2021. "Valid t-ratio Inference for IV," NBER Working Papers 29124, National Bureau of Economic Research, Inc.
- David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack R. Porter, 2021. "Valid t-ratio Inference for IV," Working Papers 2021-69, Princeton University. Economics Department..
- Albert Park & Dean Yang & Xinzheng Shi & Yuan Jiang, 2010.
"Exporting and Firm Performance: Chinese Exporters and the Asian Financial Crisis,"
The Review of Economics and Statistics, MIT Press, vol. 92(4), pages 822-842, November.
- Albert Park & Dean Yang & Xinzheng Shi & Yuan Jiang, 2006. "Exporting and Firm Performance: Chinese Exporters and the Asian Financial Crisis," Working Papers 549, Research Seminar in International Economics, University of Michigan.
- Albert Park & Dean Yang & Xinzheng Shi & Yuan Jiang, 2009. "Exporting and Firm Performance: Chinese Exporters and the Asian Financial Crisis," NBER Working Papers 14632, National Bureau of Economic Research, Inc.
- Davidson, Russell & MacKinnon, James G., 2010.
"Wild Bootstrap Tests for IV Regression,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 128-144.
- James G. MacKinnon & Russell Davidson, 2007. "Wild Bootstrap Tests For Iv Regression," Working Paper 1135, Economics Department, Queen's University.
- Russell Davidson & James G. MacKinnon, 2007. "Wild Bootstrap Tests For Iv Regression," Departmental Working Papers 2007-14, McGill University, Department of Economics.
- Russell Davidson & James Mackinnon, 2009. "Wild bootstrap tests for IV regression," Working Papers halshs-00443550, HAL.
- Tetsuya Kaji, 2019. "Theory of Weak Identification in Semiparametric Models," Papers 1908.10478, arXiv.org, revised Aug 2020.
- Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2010. "On the precision of Calvo parameter estimates in structural NKPC models," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1582-1595, September.
- Stephanie Hinke Kessler Scholder & George L. Wehby & Sarah Lewis & Luisa Zuccolo, 2014.
"Alcohol Exposure In Utero and Child Academic Achievement,"
Economic Journal, Royal Economic Society, vol. 0(576), pages 634-667, May.
- Stephanie von Hinke Kessler Scholder & George L. Wehby & Sarah Lewis & Luisa Zuccolo, 2014. "Alcohol Exposure In Utero and Child Academic Achievement," NBER Working Papers 19839, National Bureau of Economic Research, Inc.
- von Hinke Kessler Scholder, S. & Wehby, G. L. & Lewis, S. & Zuccolo, L., 2014. "Alcohol Exposure In Utero and Child Academic Achievement," Health, Econometrics and Data Group (HEDG) Working Papers 14/01, HEDG, c/o Department of Economics, University of York.
- Marcelo Moreira & Geert Ridder, 2019.
"Efficiency loss of asymptotically efficient tests in an instrumental variables regression,"
CeMMAP working papers
CWP03/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Marcelo J. Moreira & Geert Ridder, 2020. "Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression," Papers 2008.13042, arXiv.org, revised Sep 2021.
- Böhme, Marcus H. & Persian, Ruth & Stöhr, Tobias, 2015.
"Alone but better off? Adult child migration and health of elderly parents in Moldova,"
Journal of Health Economics, Elsevier, vol. 39(C), pages 211-227.
- Böhme, Marcus & Persian, Ruth & Stöhr, Tobias, 2013. "Alone but better off? Adult child migration and health of elderly parents in Moldova," Kiel Working Papers 1876, Kiel Institute for the World Economy (IfW Kiel).
- Antoine, Bertille & Lavergne, Pascal, 2023.
"Identification-robust nonparametric inference in a linear IV model,"
Journal of Econometrics, Elsevier, vol. 235(1), pages 1-24.
- Bertille Antoine & Pascal Lavergne, 2019. "Identification-Robust Nonparametric Inference in a Linear IV Model," Discussion Papers dp19-02, Department of Economics, Simon Fraser University.
- Antoine Bertille & Pascal Lavergne, 2023. "Identification-Robust Nonparametric Inference in a Linear IV Model," Post-Print hal-04141433, HAL.
- Bertille Antoine & Pascal Lavergne, 2021. "Identifcation-Robust Nonparametric Inference in a Linear IV Model," Discussion Papers dp21-12, Department of Economics, Simon Fraser University.
- Antoine, Bertille & Lavergne, Pascal, 2019. "Identification-Robust Nonparametric Inference in a Linear IV Model," TSE Working Papers 19-1004, Toulouse School of Economics (TSE), revised May 2021.
- Conley, Timothy G. & Hansen, Christian B. & McCulloch, Robert E. & Rossi, Peter E., 2008. "A semi-parametric Bayesian approach to the instrumental variable problem," Journal of Econometrics, Elsevier, vol. 144(1), pages 276-305, May.
- Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2010. "Estimation uncertainty in structural inflation models with real wage rigidities," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2554-2561, November.
- Donna Feir & Thomas Lemieux & Vadim Marmer, 2016.
"Weak Identification in Fuzzy Regression Discontinuity Designs,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 185-196, April.
- Feir, Donna & Lemieux, Thomas & Marmer, Vadim, 2010. "Weak Identification in Fuzzy Regression Discontinuity Designs," Microeconomics.ca working papers vadim_marmer-2010-19, Vancouver School of Economics, revised 17 Apr 2016.
- Andrews, Donald W.K. & Marmer, Vadim, 2008.
"Exactly distribution-free inference in instrumental variables regression with possibly weak instruments,"
Journal of Econometrics, Elsevier, vol. 142(1), pages 183-200, January.
- Donald W.K. Andrews & Vadim Marmer, 2005. "Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments," Cowles Foundation Discussion Papers 1501, Cowles Foundation for Research in Economics, Yale University.
- Guerrieri, Cinzia & Mendicino, Caterina, 2018. "Wealth effects in the euro area," Working Paper Series 2157, European Central Bank.
- Moreira, Humberto & Moreira, Marcelo J., 2019.
"Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors,"
Journal of Econometrics, Elsevier, vol. 213(2), pages 398-433.
- Moreira, Humberto Ataíde & Moreira, Marcelo J., 2015. "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 764, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Humberto Moreira & Marcelo Moreira, 2016. "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," CeMMAP working papers CWP25/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Marcellino, Massimiliano & Kapetanios, George & Khalaf, Lynda, 2015. "Factor based identification-robust inference in IV regressions," CEPR Discussion Papers 10390, C.E.P.R. Discussion Papers.
- Yukitoshi Matsushita & Taisuke Otsu, 2020. "Jackknife Lagrange multiplier test with many weak instruments," STICERD - Econometrics Paper Series 613, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Crudu, Federico & Mellace, Giovanni & Sándor, Zsolt, 2021.
"Inference In Instrumental Variable Models With Heteroskedasticity And Many Instruments,"
Econometric Theory, Cambridge University Press, vol. 37(2), pages 281-310, April.
- Federico Crudu & Giovanni Mellace & Zsolt Sandor, 2017. "Inference in instrumental variables models with heteroskedasticity and many instruments," Department of Economics University of Siena 761, Department of Economics, University of Siena.
- Federico Crudu & Giovanni Mellace & Zsolt Sándor, 2020. "Inference in instrumental variables models with heteroskedasticity and many instruments," Department of Economics University of Siena 821, Department of Economics, University of Siena.
- Aviv Nevo & Adam M. Rosen, 2012.
"Identification With Imperfect Instruments,"
The Review of Economics and Statistics, MIT Press, vol. 94(3), pages 659-671, August.
- Aviv Nevo & Adam M. Rosen, 2008. "Identification with Imperfect Instruments," NBER Working Papers 14434, National Bureau of Economic Research, Inc.
- Aviv Nevo & Adam Rosen, 2008. "Identification with imperfect instruments," CeMMAP working papers CWP16/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- A. Belloni & D. Chen & V. Chernozhukov & C. Hansen, 2012.
"Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain,"
Econometrica, Econometric Society, vol. 80(6), pages 2369-2429, November.
- Alexandre Belloni & D. Chen & Victor Chernozhukov & Christian Hansen, 2010. "Sparse models and methods for optimal instruments with an application to eminent domain," CeMMAP working papers CWP31/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Daniel Chen & Victor Chernozhukov & Christian Hansen, 2010. "Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain," Papers 1010.4345, arXiv.org, revised Apr 2015.
- Chiang, Harold D. & Hsu, Yu-Chin & Sasaki, Yuya, 2019. "Robust uniform inference for quantile treatment effects in regression discontinuity designs," Journal of Econometrics, Elsevier, vol. 211(2), pages 589-618.
- Andrews, Donald W.K. & Cheng, Xu & Guggenberger, Patrik, 2020.
"Generic results for establishing the asymptotic size of confidence sets and tests,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 496-531.
- Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger, 2011. "Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests," Cowles Foundation Discussion Papers 1813, Cowles Foundation for Research in Economics, Yale University.
- Manu Navjeevan, 2023. "An Identification and Dimensionality Robust Test for Instrumental Variables Models," Papers 2311.14892, arXiv.org.
- Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009. "Structural Inflation Models with Real Wage Rigidities: The Case of Canada," Staff Working Papers 09-21, Bank of Canada.
- Jean-Thomas Bernard & Ba Chu & Lynda Khalaf & Marcel Voia, 2019.
"Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data,"
Annals of Economics and Statistics, GENES, issue 134, pages 79-108.
- Jean-Thomas Bernard & Ba Chu & Lynda Khalaf & Marcel-Cristian Voia, 2017. "Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data," Carleton Economic Papers 17-05, Carleton University, Department of Economics.
- Jean Thomas Bernard & Ba Chu & Lynda Khalaf & Marcel Voia, 2019. "Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data," Post-Print hal-03549991, HAL.
- Xu Cheng & Winston Wei Dou & Zhipeng Liao, 2022.
"Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models,"
Econometrica, Econometric Society, vol. 90(2), pages 685-713, March.
- Xu Cheng & Winston Wei Dou & Zhipeng Liao, 2020. "Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models," PIER Working Paper Archive 20-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Joel L. Horowitz, 2017. "Non-asymptotic inference in instrumental variables estimation," CeMMAP working papers CWP46/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Russell Davidson & James G. MacKinnon, 2015.
"Bootstrap Tests for Overidentification in Linear Regression Models,"
Econometrics, MDPI, vol. 3(4), pages 1-39, December.
- James G. MacKinnon & Russell Davidson, 2014. "Bootstrap Tests For Overidentification In Linear Regression Models," Working Paper 1318, Economics Department, Queen's University.
- Russell Davidson & James G. Mackinnon, 2015. "Bootstrap Tests for Overidentification in Linear Regression Models," Post-Print hal-01456100, HAL.
- Justin McCrary & Heather Royer, 2011.
"The Effect of Female Education on Fertility and Infant Health: Evidence from School Entry Policies Using Exact Date of Birth,"
American Economic Review, American Economic Association, vol. 101(1), pages 158-195, February.
- Justin McCrary & Heather Royer, 2006. "The Effect of Female Education on Fertility and Infant Health: Evidence from School Entry Policies Using Exact Date of Birth," NBER Working Papers 12329, National Bureau of Economic Research, Inc.
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2021.
"Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 307-324, January.
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018. "Confidence intervals for bias and size distortion in IV and local projections — IV models," Working Papers 1841, Banco de España.
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018. "Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models," Working Papers 1077, Barcelona School of Economics.
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018. "Confidence intervals for bias and size distortion in IV and local projections–IV models," Economics Working Papers 1640, Department of Economics and Business, Universitat Pompeu Fabra.
- Xuran Wang & Yang Jiang & Nancy R. Zhang & Dylan S. Small, 2018. "Sensitivity analysis and power for instrumental variable studies," Biometrics, The International Biometric Society, vol. 74(4), pages 1150-1160, December.
- Johannes W. Ligtenberg, 2023. "Inference in IV models with clustered dependence, many instruments and weak identification," Papers 2306.08559, arXiv.org, revised Mar 2024.
- Glewwe, Paul & Huang, Qiuqiong & Park, Albert, 2017.
"Cognitive skills, noncognitive skills, and school-to-work transitions in rural China,"
Journal of Economic Behavior & Organization, Elsevier, vol. 134(C), pages 141-164.
- Park, Albert & Glewwe, Paul & Huang, Qiuqiong, 2016. "Cognitive Skills, Noncognitive Skills, and School-to-Work Transitions in Rural China," CEPR Discussion Papers 11705, C.E.P.R. Discussion Papers.
- Glewwe, Paul & Huang, Qiuqiong & Park, Albert, 2017. "Cognitive Skills, Noncognitive Skills, and School-to-Work Transitions in Rural China," IZA Discussion Papers 10566, Institute of Labor Economics (IZA).
- Kolesár, Michal, 2018. "Minimum distance approach to inference with many instruments," Journal of Econometrics, Elsevier, vol. 204(1), pages 86-100.
- Guggenberger, Patrik & Smith, Richard J., 2008.
"Generalized empirical likelihood tests in time series models with potential identification failure,"
Journal of Econometrics, Elsevier, vol. 142(1), pages 134-161, January.
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- Naoto Kunitomo & Yukitoshi Matsushita, 2008. "Improving the Rank-Adjusted Anderson-Rubin Test with Many Instruments and Persistent Heteroscedasticity," CIRJE F-Series CIRJE-F-588, CIRJE, Faculty of Economics, University of Tokyo.
- Stépahne Auray & Nicolas Lepage-Saucier & Purevdorj Tuvaandor, 2018. "Doubly Robust GMM Inference and Differentiated Products Demand Models," Working Papers 2018-13, Center for Research in Economics and Statistics.
- Konstantinos Angelopoulos & George Economides, 2008.
"Fiscal policy, rent seeking, and growth under electoral uncertainty: theory and evidence from the OECD,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 41(4), pages 1375-1405, November.
- Konstantinos Angelopoulos & George Economides, 2008. "Fiscal policy, rent seeking, and growth under electoral uncertainty: theory and evidence from the OECD," Canadian Journal of Economics, Canadian Economics Association, vol. 41(4), pages 1375-1405, November.
- Konstantinos Angelopoulos & George Economides, "undated". "Fiscal Policy, Rent Seeking and Growth under Electoral Uncertainty Theory and Evidence from the OECD," Working Papers 2007_28, Business School - Economics, University of Glasgow, revised Apr 2008.
- Donald W. K. Andrews & Patrik Guggenberger, 2015.
"Identification- and Singularity-Robust Inference for Moment Condition,"
Cowles Foundation Discussion Papers
1978, Cowles Foundation for Research in Economics, Yale University.
- Donald W. K. Andrews & Patrik Guggenberger, 2015. "Identification- and Singularity-Robust Inference for Moment Condition," Cowles Foundation Discussion Papers 1978R2, Cowles Foundation for Research in Economics, Yale University, revised Jan 2019.
- Donald W. K. Andrews & Patrik Guggenberger, 2015. "Identification- and Singularity-Robust Inference for Moment Condition," Cowles Foundation Discussion Papers 1978R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2018.
- Xu Cheng, 2014. "Uniform Inference in Nonlinear Models with Mixed Identification Strength," PIER Working Paper Archive 14-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
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Canadian Journal of Economics, Canadian Economics Association, vol. 52(3), pages 851-881, August.
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- James G. MacKinnon, 2019. "How cluster-robust inference is changing applied econometrics," Working Paper 1413, Economics Department, Queen's University.
- Marcelo J. Moreira & Mahrad Sharifvaghefi & Geert Ridder, 2017. "Optimal Invariant Tests in an Instrumental Variables Regression With Heteroskedastic and Autocorrelated Errors," Papers 1705.00231, arXiv.org, revised Aug 2021.
- Matsushita, Yukitoshi & Otsu, Taisuke, 2024. "A jackknife Lagrange multiplier test with many weak instruments," LSE Research Online Documents on Economics 116392, London School of Economics and Political Science, LSE Library.
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"Disability and returns to education in a developing country,"
Economics of Education Review, Elsevier, vol. 37(C), pages 85-94.
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"Optimal inference for instrumental variables regression with non-Gaussian errors,"
Journal of Econometrics, Elsevier, vol. 167(1), pages 1-15.
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- Donald W.K. Andrews, 2011.
"Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power,"
Cowles Foundation Discussion Papers
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- Poskitt, D.S. & Skeels, C.L., 2008.
"Conceptual frameworks and experimental design in simultaneous equations,"
Economics Letters, Elsevier, vol. 100(1), pages 138-142, July.
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- Luca, Michael & Malhotra, Deepak & Poliquin, Christopher, 2020.
"The impact of mass shootings on gun policy,"
Journal of Public Economics, Elsevier, vol. 181(C).
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