The reduced form: A simple approach to inference with weak instruments
By Victor Chernozhukov, Christian Hansen. 2008
230 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/5ce73e199a147f710826993a3df70528bbe4c8a1
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- L. Magnusson
- K. Finlay
- Michael J. Kolesar
- Christopher F. Baum
- Mark E. Schaffer
- S. Stillman
- Joshua D. Angrist
- Stephen Burgess
Citations in the corpus
- Implementing Weak-Instrument Robust Tests for a General Class of Instrumental-Variables Models (2009, methodology): “Some of these tests are asymptotically equivalent to those proposed by Chernozhukov and Hansen (2008), who also use a reduced-form approach.”
- Rising Food Prices, Food Price Volatility, and Social Unrest (2015, unknown): “In addition – and following Angrist and Pischke (2008) and Chernozhukov and Hansen (2008), who recommend running a diagnostic regression of the dependent variable on the IV– table A1 presents the results of a reduc-form regression of social unrest on the number of natural disasters in a given month.”
- What are the social benefits of homeownership? Experimental evidence for low-income households (2010, unknown): “Chernozhukov and Hansen (2008) formally consider the conditions under which inference on the reduced-form implies inference on the IV results, even in the presence of weak instruments, and draw similar conclusions as Angrist and Krueger (2001).”
- One Instrument to Rule Them All: The Bias and Coverage of Just-ID IV (2021, result): “Consistent with this claim to generality, the many IV estimates collated in Chernozhukov and Hansen (2008) likewise show modest endogeneity. It is noteworthy that the bound of 0.41 derived for the AK91 study depends only on βOLS , standard deviations σY and σD, and bounds on the causal effect of int”
- Enhanced routines for instrumental variables/GMM estimation and testing (2007, background): “See Dufour (2003) and Chernozhukov and Hansen (2005) for further discussion of the Anderson‐Rubin approach.”