Search Results

Quantile regression with censoring and sample selection,
Songnian Chen and Qian Wang, in Journal of Econometrics (2023)
Keywords: Quantile regression; Selection; Censoring;

Semiparametric estimation of quantile treatment effects with endogeneity,
Kaspar W Thrich, from Universitaet Bern, Departement Volkswirtschaft (2015)
Keywords: instrumental variables; quantile treatment effects; distribution regression; functional central limit theorem; Hadamard differentiability; exchangeable bootstrap

On the Treatment of a Measurement Error Regression Model,
Taku Yamamoto, from International Institute of Social and Economic Sciences (2016)
Keywords: Regression Model, Measurement Error, Temporal Aggregation, Cosistent Estimator

A doubly corrected robust variance estimator for linear GMM,
Jungbin Hwang, Byunghoon Kang and Seojeong Lee, in Journal of Econometrics (2022)
Keywords: Generalized method of moments; Variance correction; Panel data; Model misspecification;

Sharp Bounds in the Binary Roy Model,
Marc Henry and Ismael Mourifié, from University of Toronto, Department of Economics (2014)
Keywords: sectorial choice, treatment specific unobservables, partial identification, intersection bounds

Monitoring Parameter Constancy with Endogenous Regressors,
Eiji Kurozumi and 英司 黒住, from Graduate School of Economics, Hitotsubashi University (2016)
Keywords: structural change, CUSUM test, instrumental variable, Phillips curve

Sharp Bounds in the Binary Roy Model,
Marc Henry and Ismael Mourifié, from CIRANO (2012)
Keywords: treatment effect, discrete outcomes, sectorial choice, partial identification, intersection bounds,

The role of constant instruments in dynamic panel estimation,
Chirok Han and Hyoungjong Kim, in Economics Letters (2014)
Keywords: Dynamic panel data; Constant term; Period dummies; Generalized method of moments; Instrumental variables; Weak instruments;

Identification of multi-valued treatment effects with unobserved heterogeneity,
Koki Fusejima, in Journal of Econometrics (2024)
Keywords: Treatment effect; Unobserved heterogeneity; Identification; Endogeneity; Instrumental variable;

A Comparison of two Quantile Models with Endogeneity,
Kaspar W Thrich, from Universitaet Bern, Departement Volkswirtschaft (2014)
Keywords: Endogeneity; instrumental variables; quantile treatment effect; local quantile treatment effect; average treatment effect; local average treatment effect; rank similarity

Testing underidentification in linear models, with applications to dynamic panel and asset pricing models,
Frank Windmeijer, in Journal of Econometrics (2024)
Keywords: Overidentification; Underidentification; Rank tests; Dynamic panel data models; Asset pricing models;

Sequential estimation of censored quantile regression models,
Songnian Chen, in Journal of Econometrics (2018)
Keywords: Quantile regression; Instrumental variable; Censoring;

A Unified Framework for Dynamic Treatment Effect Estimation in Interactive Fixed Effect Models,
Nicholas Brown and Kyle Butts, from Economics Department, Queen's University (2022)
Keywords: factor model, panel treatment effect, causal inference, fixed-T

Identifying the average treatment effect in ordered treatment models without unconfoundedness,
Arthur Lewbel and Thomas Tao Yang, in Journal of Econometrics (2016)
Keywords: Average treatment effect; Ordered choice model; Special regressor; Semiparametric; Competition and innovation; Identification;

The interpretation of 2SLS with a continuous instrument: A weighted LATE representation,
Luis A.F. Alvarez and Rodrigo Toneto, in Economics Letters (2024)
Keywords: Instrumental variables; Local average treatment effects; Underlying weights;

Identifying treatment effects in the presence of confounded types,
Desire Kedagni, in Journal of Econometrics (2023)
Keywords: Potential outcome; Instrumental variable; LATE; Compliers; Mixture models;

IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large,
Cheng Hsiao and Junwei Zhang, in Journal of Econometrics (2015)
Keywords: IV; MLE; GMM; Asymptotic bias; Large N, T;

A Panel Data Toolbox for MATLAB,
Inmaculada Álvarez, Javier Barbero and José Zofío, from Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History) (2013)
Keywords: panel data; instrumental panel; spatial panel; econometrics; MATLAB.

On Policy Evaluation With Aggregate Time-Series Instruments,
Dmitry Arkhangelsky and Vasily Korovkin, from C.E.P.R. Discussion Papers (2024)
Keywords: Difference in differences; Panel data; Causal effects; Instrumental variables; Treatment effects; Synthetic control

Wild bootstrap test of overidentification with many instruments and heteroskedasticity,
Wenjie Wang, from University Library of Munich, Germany (2022)
Keywords: wild bootstrap; overidentification test; many instruments; weak instruments; heteroskedasticity

A Sharp Test for the Judge Leniency Design,
Mohamed Coulibaly, Yu-Chin Hsu, Ismael Mourifie and Yuanyuan Wan, from University of Toronto, Department of Economics (2024)
Keywords: Judge Leniency Design, Instrumental Variables, Specification Test, Moment Inequalities.

On the Inconsistency of Nonparametric Bootstraps for the Subvector Anderson-Rubin Test,
Wenjie Wang, from University Library of Munich, Germany (2020)
Keywords: Nonparametric Bootstrap; Weak Identification; Weak Instrument; Subvector Inference; Anderson-Rubin Test.

Uniform Inference after Pretesting for Exogeneity,
Firmin Doko Tchatoka and Wenjie Wang, from University Library of Munich, Germany (2020)
Keywords: DWH Pretest; Instrumental Variable; Asymptotic Size; Bootstrap; Bonferroni-based Size-correction; Uniform Inference

On Bootstrap Validity for the Test of Overidentifying Restrictions with Many Instruments and Heteroskedasticity,
Wenjie Wang, from University Library of Munich, Germany (2020)
Keywords: Bootstrap, Overidentification Tests, Many Instruments, Weak Instruments, Heteroskedasticity

Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters,
Wenjie Wang, from University Library of Munich, Germany (2021)
Keywords: Weak Instrument, Wild Bootstrap, Clustered Data, Randomization Test

Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data,
Firmin Doko Tchatoka and Wenjie Wang, from University Library of Munich, Germany (2021)
Keywords: DWH Pretest; Instrumental Variable; Asymptotic Size; Bootstrap; Bonferroni-based Size-correction; Uniform Inference.

Size-corrected Bootstrap Test after Pretesting for Exogeneity with Heteroskedastic or Clustered Data,
Firmin Doko Tchatoka and Wenjie Wang, from University Library of Munich, Germany (2021)
Keywords: DWH Pretest; Shrinkage; Instrumental Variable; Asymptotic Size; Wild Bootstrap; Bonferroni-based Size-correction; Clustering.

On bootstrap validity for specification testing with many weak instruments,
Maximilien Kaffo and Wenjie Wang, in Economics Letters (2017)
Keywords: Bootstrap; J test; Anderson–Rubin test; Many instruments; Weak instruments;

On the inconsistency of nonparametric bootstraps for the subvector Anderson–Rubin test,
Wenjie Wang, in Economics Letters (2020)
Keywords: Nonparametric bootstrap; Weak identification; Weak instrument; Subvector inference; Anderson–Rubin test;

On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson–Rubin test under conditional homoskedasticity,
Wenjie Wang and Firmin Doko Tchatoka, in Journal of Econometrics (2018)
Keywords: Subvector inference; Linear IV model; Anderson–Rubin test; Plug-in estimator; Weak identification; Bootstrap inconsistency; Edgeworth expansion; Asymptotic size; Bonferroni-based size-correction;

Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects,
Guowei Cui, Milda Norkute, Vasilis Sarafidis and Takashi Yamagata, from University Library of Munich, Germany (2020)
Keywords: Large panel data; interactive effects; common factors; principal components analysis; instrumental variables.

Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes,
Yoon-Jin Lee, Ryo Okui and Mototsugu Shintani, in Journal of Econometrics (2018)
Keywords: Autoregressive sieve estimation; Bias correction; Double asymptotics; Fixed effects estimator;

Robust inference for the Two-Sample 2SLS estimator,
David Pacini and Frank Windmeijer, in Economics Letters (2016)
Keywords: Linear model; Data combination; Instrumental variables; Robust inference; Nonlinear GMM;

Instrumented Difference-in-Differences with Heterogeneous Treatment Effects,
Sho Miyaji, from Research Institute for Economics & Business Administration, Kobe University (2024)
Keywords: Difference-in-differences; Instrumental variable; Local average treatment effect; Returns to education

Identification and estimation in a correlated random coefficients binary response model,
Stefan Hoderlein and Robert Sherman, in Journal of Econometrics (2015)
Keywords: Correlated random coefficients binary response model; Instrumental variables; Control variables; Conditional median restrictions; Localize-then-average strategy;

A simple test for the ignorability of non-compliance in experiments,
Martin Huber, in Economics Letters (2013)
Keywords: Experiment; Treatment effects; Non-compliance; Endogeneity; Test;

Conditions Sufficient to Infer Causal Relationships Using Instrumental Variables and Observational Data,
Henry L. Bryant and David Bessler, in Computational Economics (2016)
Keywords: Causality, Instrumental variables, Hypothesis testing, Monte Carlo, Malnourishment

Testing for monotonicity in unobservables under unconfoundedness,
Stefan Hoderlein, Liangjun Su, Halbert White and Thomas Tao Yang, in Journal of Econometrics (2016)
Keywords: Control variables; Conditional exogeneity; Endogenous variables; Monotonicity; Nonparametrics; Nonseparable; Specification test; Unobserved heterogeneity;

Profile GMM estimation of panel data models with interactive fixed effects,
Shengjie Hong, Liangjun Su and Tao Jiang, in Journal of Econometrics (2023)
Keywords: Cross-section dependence; Endogeneity; Instrumental variables; Nuclear-norm regularization; Profile GMM;

Indirect inference estimation of dynamic panel data models,
Yong Bao and Xuewen Yu, in Journal of Econometrics (2023)
Keywords: Dynamic panel; Indirect inference; Within-group estimator; Convergence;

Quantiles via moments,
José A.F. Machado and João Santos Silva, in Journal of Econometrics (2019)
Keywords: Endogeneity; Fixed effects; Linear heteroskedasticity; Location-scale model; Quantile regression;

Threshold regression with endogeneity,
Ping Yu and Peter Phillips, in Journal of Econometrics (2018)
Keywords: Threshold regression; Endogeneity; Local shifter; Identification; Efficiency; Integrated difference kernel estimator; Regression discontinuity design; Optimal rate of convergence; Partial linear model; U-statistic; Threshold treatment model; 401(k) plan;

Discriminating between (in)valid External Instruments and (in)valid Exclusion Restrictions,
Jan Kiviet, in Journal of Econometric Methods (2017)
Keywords: difference in Sargan-Hansen tests, exclusion restrictions, instrument validity tests, maintained hypothesis, overidentifying restrictions

A Generalized Non-Parametric Instrumental Variable-Control Function Approach to Estimation in Nonlinear Settings,
Kim Kyoo Il and Petrin Amil, in Journal of Econometric Methods (2022)
Keywords: conditional moment restriction, instrumental variables, control function, non-parametric estimation, sieve estimation

Instrument validity for heterogeneous causal effects,
Zhenting Sun, in Journal of Econometrics (2023)
Keywords: Instrument validity; Heterogeneous causal effects; Power improvement; Extended continuous mapping theorem; Extended delta method;

Optimal Linear Instrumental Variables Approximations,
Juan Carlos Escanciano and Wei Li, in Journal of Econometrics (2021)
Keywords: Instrumental variables; Nonparametric identification; Linear approximation; Misspecification; Hausman test;

Mis-classified, Binary, Endogenous Regressors: Identification and Inference,
Francis DiTraglia and Camilo García-Jimeno, from National Bureau of Economic Research, Inc (2017)

The Causal Interpretation of Two-Stage Least Squares with Multiple Instrumental Variables,
Magne Mogstad, Alexander Torgovitsky and Christopher Walters, from National Bureau of Economic Research, Inc (2019)

Causal Effects in Matching Mechanisms with Strategically Reported Preferences,
Marinho Bertanha, Margaux Luflade and Ismael Mourifié, from National Bureau of Economic Research, Inc (2024)

A Sharp Test for the Judge Leniency Design,
Mohamed Coulibaly, Yu-Chin Hsu, Ismael Mourifié and Yuanyuan Wan, from National Bureau of Economic Research, Inc (2024)

Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models,
Laurent Callot, Mehmet Caner, Anders Kock and Juan Andreas Riquelme, from Department of Economics and Business Economics, Aarhus University (2015)
Keywords: Threshold model, sup-norm bound, thresholded scaled Lasso, oracle inequality, debt effect on GDP growth.

Inference in partially identified models with many moment inequalities using Lasso,
Federico Bugni, Mehmet Caner, Anders Kock and Soumendra Lahiri, from Department of Economics and Business Economics, Aarhus University (2016)
Keywords: Many moment inequalities, self-normalizing sum, multiplier bootstrap, empirical bootstrap, Lasso, inequality selection

Characterizations of identified sets delivered by structural econometric models,
Andrew Chesher and Adam Rosen, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
Keywords: instrumental variables, endogeneity, excess heterogeneity, limited information, par- tial identfii?cation, random sets, incomplete models, English auctions.

Characterizations of identified sets delivered by structural econometric models,
Andrew Chesher and Adam Rosen, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
Keywords: Instrumental variables; endogeneity; excess heterogeneity; limited information; set identification; partial identification; random sets; incomplete models

Generalized instrumental variable models,
Andrew Chesher and Adam Rosen, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
Keywords: instrumental variables, endogeneity, excess heterogeneity, limited information, set identification, partial identification, random sets, incomplete models

Identification and shape restrictions in nonparametric instrumental variables estimation,
Joachim Freyberger and Joel L. Horowitz, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
Keywords: partial identification, linear programming, bootstrap

Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection,
Yoonseok Lee, Mehmet Caner and Xu Han, from Center for Policy Research, Maxwell School, Syracuse University (2015)
Keywords: Adaptive Elastic Net, GMM, many invalid moments, large dimensional models, efficiency bound, turning parameter choice, dynamic panel

Robust Linear Static Panel Data Models Using ε-Contamination,
Badi Baltagi, Georges Bresson, Anoop Chaturvedi and Guy Lacroix, from Center for Policy Research, Maxwell School, Syracuse University (2017)
Keywords: ε-Contamination, Hyper g-Priors, Type-II Maximum Likelihood Posterior Density, Panel Data, Robust Bayesian Estimator, Three-Stage Hierarchy

Robust Dynamic Panel Data Models Using 𝛆𝛆-Contamination,
Badi Baltagi, Georges Bresson, Anoop Chaturvedi and Guy Lacroix, from Center for Policy Research, Maxwell School, Syracuse University (2021)
Keywords: Dynamic Model, ε-Contamination, g-Priors, Type-II Maximum Likelihood Posterior Density, Panel Data, Robust Bayesian Estimator, Two-Stage Hierarchy

Optimal Estimation with Complete Subsets of Instruments,
Seojeong Lee and Youngki Shin, from McMaster University (2018)
Keywords: model averaging, complete subset, two stage least squares, many instruments, weak instruments.

The Difference, System and ‘Double-D’ GMM Panel Estimators in the Presence of Structural Breaks,
Rosen Azad Chowdhury and Bill Russell, from Economic Studies, University of Dundee (2012)
Keywords: Dynamic panel estimators, mean shifts/structural breaks, Monte Carlo Simulation

Semiparametric Estimation of a Sample Selection Model in the Presence of Endogeneity,
Jörg Schwiebert, from Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät (2012)
Keywords: Sample selection model, semiparametric estimation, endogenous covariates, control function approach, quantile regression

Semiparametric Estimation of a Binary Choice Model with Sample Selection,
Jörg Schwiebert, from Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät (2012)
Keywords: Sample selection model, binary dependent variable, semiparametric estimation, control function approach, endogenous covariates

On Ill-Posedness of Nonparametric Instrumental Variable Regression With Convexity Constraints,
Olivier Scaillet, from Swiss Finance Institute (2016)
Keywords: Nonparametric Estimation, Instrumental Variable, Ill-Posed Inverse Problems

Robust linear static panel data models using epsilon-contamination,
Badi Baltagi, Georges Bresson, Anoop Chaturvedi and Guy Lacroix, from University Library of Munich, Germany (2014)
Keywords: epsilon-contamination, hyper g-priors, type II maximum likelihood posterior density, panel data, robust Bayesian estimator, three-stage hierarchy.

Additive Nonparametric Instrumental Regressions: A Guide to Implementation,
Samuele Centorrino, Feve Frederique and Florens Jean-Pierre, in Journal of Econometric Methods (2017)
Keywords: endogeneity, ill-posed inverse problem, instrumental variables, nonparametric

Instrument approval by the Sargan test and its consequences for coefficient estimation,
Jan Kiviet and Sebastian Kripfganz, in Economics Letters (2021)
Keywords: Endogeneity testing; Instrument validity; Instrument weakness; Size control; Simulation; Test power;

Robust linear static panel data models using ε-contamination,
Badi Baltagi, Georges Bresson, Anoop Chaturvedi and Guy Lacroix, in Journal of Econometrics (2018)
Keywords: ε-contamination; Hyper g-priors; Type-II maximum likelihood posterior density; Panel data; Robust Bayesian estimator; Three-stage hierarchy;

Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity,
Jan Kiviet and Qu Feng, from CESifo (2014)
Keywords: efficiency, generalized method of moments, instrument strength, non-spherical disturbances, (un)conditional moment assumptions

Robust linear static panel data models using ε-contamination,
Guy Lacroix, Badi Baltagi, Georges Bresson and Anoop Chaturvedi, from CIRANO (2015)
Keywords: ε-contamination, hyper g-priors, type-II maximum likelihood posterior density, panel data, robust Bayesian estimator, three-stage hierarchy.,

Robust Dynamic Panel Data Models Using ε-contamination,
Badi Baltagi, Georges Bresson, Anoop Chaturvedi and Guy Lacroix, from CIRANO (2020)
Keywords: Dynamic Model,ε-contamination,g-priors,Type-II Maximum Likelihood Posterior Density,Panel Data,Robust Bayesian Estimator,Two-Stage Hierarchy,

On Policy Evaluation with Aggregate Time-Series Shocks,
Dmitry Arkhangelsky and Vasily Korovkin, from The Center for Economic Research and Graduate Education - Economics Institute, Prague (2020)
Keywords: continuous difference in differences; panel data; causal effects; treatment effects; unobserved heterogeneity;

Inference and Specification Testing in Threshold Regression with Endogeneity,
Ping Yu, Qin Liao and Peter Phillips, from Cowles Foundation for Research in Economics, Yale University (2019)
Keywords: Threshold regression, Endogeneity, Identification, Confidence interval, 2SLS, IDKE, Secification testing, Bootstrap, U-statistic

Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests,
Donald Andrews, Xu Cheng and Patrik Guggenberger, from Cowles Foundation for Research in Economics, Yale University (2011)
Keywords: Asymptotically similar, Asymptotic size, Autoregressive model, Confidence interval, Nonlinear regression, Test, Weak instruments

Limited Monotonicity and the Combined Compliers LATE,
Nadja Hoff, Arthur Lewbel and Giovanni Mellace, from Boston College Department of Economics (2024)
Keywords: Instrumental variable, Local Average Treatment Effect, monotonicity, multiple instruments

Testing for Monotonicity in Unobservables under Unconfoundedness,
Stefan Hoderlein, Liangjun Su, Halbert White and Thomas Tao Yang, from Boston College Department of Economics (2015)
Keywords: Control variables, Conditional exogeneity, Endogenous variables, Monotonicity, Nonparametrics, Nonseparable, Specification test, Unobserved heterogeneity

Outcome Conditioned Treatment Effects,
Stefan Hoderlein and Yuya Sasaki, from Boston College Department of Economics (2013)
Keywords: Continuous Treatment, Average Treatment Effect on the Treated, Marginal Treatment Effect, Average Partial Effect, Local Instrumental Variables, Nonseparable Model, Endogeneity, Quantiles

A Triangular Treatment Effect Model With Random Coefficients In The Selection Equation,
Eric Gautier and Stefan Hoderlein, from Boston College Department of Economics (2015)
Keywords: Treatment Effects, Endogeneity, Random Coefficients, Nonparametric Identification, Partial Identification, Roy Model, Ill-Posed Inverse Problems, Deconvolution, Radon Transform, Rates of Convergence

Identifying the Average Treatment Effect in a Two Threshold Model,
Arthur Lewbel and Thomas Tao Yang, from Boston College Department of Economics (2013)
Keywords: Average treatment effect, Ordered choice model, Special regressor, Semiparametric, Competition and innovation, Identification.

Estimating Structural Mean Models with Multiple Instrumental Variables using the Generalised Method of Moments,
Paul Clarke, Tom Palmer and Frank Windmeijer, from The Centre for Market and Public Organisation, University of Bristol, UK (2011)
Keywords: Structural Mean Models, Multiple Instrumental Variables, Generalised Method of Moments, Mendelian Randomisation, Local Average Treatment Effects

Robust Inference for the Two-Sample 2SLS Estimator,
David Pacini and Frank Windmeijer, from School of Economics, University of Bristol, UK (2016)
Keywords: Linear Model, Data Combination, Instrumental Variables, Robust Inference, Nonlinear GMM.

Two-Stage Least Squares as Minimum Distance,
Frank Windmeijer, from School of Economics, University of Bristol, UK (2018)
Keywords: Instrumental Variables, Two-Stage Least Squares, Minimum Distance, Overidentification Test.

Testing Over- and Underidentification in Linear Models, with Applications to Dynamic Panel Data and Asset-Pricing Models,
Frank Windmeijer, from School of Economics, University of Bristol, UK (2018)
Keywords: Overidentification, Underidentification, Rank tests, Dynamic Panel Data Models, Asset Pricing Models.

Instrument Validity Tests with Causal Trees: With an Application to the Same-sex Instrument,
Raphael Guber, from Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy (2018)

A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models, Second Version,
Francis DiTraglia and Camilo Garcia-Jimeno, from Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2015)
Keywords: Partial identification, Beliefs, Instrumental variables, Measurement error, Bayesian econometrics

A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models, Third Version,
Francis DiTraglia and Camilo Garcia-Jimeno, from Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2015)
Keywords: Partial identification, Beliefs, Instrumental variables, Measurement error, Bayesian econometrics

On Mis-measured Binary Regressors: New Results And Some Comments on the Literature,
Francis DiTraglia and Camilo Garcia-Jimeno, from Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2015)
Keywords: Instrumental variables, Measurement error, Endogeneity, Binary regressor, Partial Identification

On Mis-measured Binary Regressors: New Results And Some Comments on the Literature, Second Version,
Francis DiTraglia and Camilo Garcia-Jimeno, from Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2015)
Keywords: Instrumental variables, Measurement error, Endogeneity, Binary regressor, Partial Identification

On Mis-measured Binary Regressors: New Results And Some Comments on the Literature, Third Version,
Francis DiTraglia and Camilo Garcia-Jimeno, from Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2015)
Keywords: Instrumental variables, Measurement error, Endogeneity, Binary regressor, Partial Identification

Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity,
Jan Kiviet and Qu Feng, from Nanyang Technological University, School of Social Sciences, Economic Growth Centre (2014)
Keywords: efficiency, generalized method of moments, instrument strength, non-spherical disturbances, (un)conditional moment assumptions