Instrumental Variable Estimation

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Instrumental Variable Estimation with Heteroskedasticity and Many Instruments (2012, unknown): “In contrast, the asymptotic variance of LIML does depend on third and fourth moment terms for non-Gaussian disturbances; see Bekker and van der Ploeg (2005), Hansen, Hausman, and Newey (2008), and van Hasselt (2010).”
A review of instrumental variable estimators for Mendelian randomization (2015, methodology): “These methods have been discussed in detail elsewhere(49,50) and implemented in Stata(51) and R.(52) We recommend the Fieller’s theorem, Anderson–Rubin, or conditional likelihood ratio approaches for obtaining causal inferences and confidence intervals in practice with a weak instrument.”
Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling (2013, methodology): “We do so by extending the work of Newey (1990, 1993), Baltagi and Li (2002), and Ai and Chen (2003) to our framework, but the latter authors only consider OIVs for GMM estimates of finite dimensional parameters based on conditional moment conditions.”