ESTIMATION IN AN INSTRUMENTAL VARIABLES MODEL WITH TREATMENT EFFECT HETEROGENEITY

By Michael J. Kolesar. 2012

68 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/8c4f9e5559be93fe297661cd1c3ffeb2256cb36d

Citations in the corpus

• Inference for Iterated GMM Under Misspecification (2021, unknown): “The latter is continuous as a by-product of the proof of (37), so we can find a η > 0 such that for all φ, ‖g(φ)− θ‖ > implies |J(g(φ), φ)− J(θ, φ)| > η.”
• Contamination Bias in Linear Regressions (2021, unknown): “This may greatly increase the effective number of instruments, heightening concerns of many-instrument bias in finite samples as well as the importance of appropriate leave-one-out corrections (e.g., Kolesár, 2013).”