Frugal IV alternatives to identify the parameter for an endogenous regressor

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Aggregated, Voluntary and Mandatory Risk Disclosure Incentives: Evidence from UK FTSE All Share Companies (2013, unknown): “Consequently, we are able to observe any variations over risk disclosure, including ARD, VRD and MRD (e.g., Antonakis et al., 2012), and we are able to minimise the other possible drawbacks of using instrumental variables (e.g., Ebbes et al., 2009; Larcker and Rusticus, 2010).”
Handling Endogenous Regressors by Joint Estimation Using Copulas (2012, unknown): “Based on simulations, Ebbes et al. (2009) reported that the model successfully approximated some continuous Z′t ; hence, the first assumption may not be overly restrictive.”
Customer Satisfaction Heterogeneity and Shareholder Value (2010, methodology): “8We also investigate the possibility of regressor-error dependency for the model specified in Equation 6 using a latent instrumental variable approach outlined in the work of Ebbes, Böckenholt, and Wedel (2008), Ebbes, Wedel, and Böckenholt (2009), and Ebbes and colleagues (2005).”
Sales Effects of Attention to Feature Advertisements: A Bayesian Mediation Analysis (2009, methodology): “, Ebbes et al. 2005). We apply the latent IV (LIV) approach developed by Ebbes and colleagues (2005). The key idea of this approach is to introduce a binary unobserved IV that partitions endogenous predictors (price or gaze duration in our case) into two components, one uncorrelated and the other co”