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https://doi.org/10.2139/ssrn.4645065

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/j.jeconom.2006.06.007openalex-extracted
Performance of conditional Wald tests in IV regression with weak instruments
inferredcites →https://doi.org/10.1016/j.jeconom.2009.01.012openalex-extracted
Tests with correct size when instruments can be arbitrarily weak
inferredcites →https://doi.org/10.1016/j.jeconom.2022.02.004openalex-extracted
On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference
inferredcites →https://doi.org/10.1016/j.jeconom.2022.12.009openalex-extracted
Instrument strength in IV estimation and inference: A guide to theory and practice
inferredcites →https://doi.org/10.1016/j.jeconom.2022.12.012openalex-extracted
One instrument to rule them all: The bias and coverage of just-ID IV
inferredcites →https://doi.org/10.1080/01621459.1961.10480644openalex-extracted
Length of Confidence Intervals
inferredcites →https://doi.org/10.1086/296497openalex-extracted
The Distribution of the Instrumental Variables Estimator and Its $t$-Ratio When the Instrument is a Poor One
inferredcites →https://doi.org/10.1111/1468-0262.00183openalex-extracted
Identification and Estimation of Treatment Effects with a Regression-Discontinuity Design
inferredcites →https://doi.org/10.1111/1468-0262.00438openalex-extracted
A Conditional Likelihood Ratio Test for Structural Models
inferredcites →https://doi.org/10.1111/j.1468-0262.2006.00680.xopenalex-extracted
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
inferredcites →https://doi.org/10.1146/annurev-economics-080218-025643openalex-extracted
Weak Instruments in Instrumental Variables Regression: Theory and Practice
inferredcites →https://doi.org/10.1177/1536867x0300300101openalex-extracted
Instrumental Variables and GMM: Estimation and Testing
inferredcites →https://doi.org/10.1214/aoms/1177730090openalex-extracted
Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
inferredcites →https://doi.org/10.1257/aer.20211063openalex-extracted
Valid t-ratio Inference for IV
inferredcites →https://doi.org/10.1515/9781400829828openalex-extracted
Mostly Harmless Econometrics
inferredcites →https://doi.org/10.2139/ssrn.3901588openalex-extracted
Valid t-ratio Inference for IV
inferredcites →https://doi.org/10.2307/2171740openalex-extracted
Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
inferredcites →https://doi.org/10.2307/2171753openalex-extracted
Instrumental Variables Regression with Weak Instruments
inferredcites →https://doi.org/10.2307/2951620openalex-extracted
Identification and Estimation of Local Average Treatment Effects
inferredcites →https://doi.org/10.3368/jhr.xl.2.393openalex-extracted
On the Validity of Econometric Techniques with Weak Instruments
inferredcites →https://doi.org/10.3386/w29417openalex-extracted
One Instrument to Rule Them All: The Bias and Coverage of Just-ID IV
inferredcites →https://doi.org/10.3982/ecta11224openalex-extracted
Inference on Causal Effects in a Generalized Regression Kink Design
inferredcites →https://doi.org/10.3982/qe1082openalex-extracted
On optimal inference in the linear IV model
inferredcites →https://doi.org/10.48550/arxiv.1705.00231openalex-extracted
Optimal Invariant Tests in an Instrumental Variables Regression With Heteroskedastic and Autocorrelated Errors

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.4802563openalex-extracted
Examiner and Judge Designs in Economics: A Practitioner's Guide
inferred← citeshttps://doi.org/10.31235/osf.io/3ua7qopenalex-snapshot
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