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Found 4 papers, 0 papers with code
The Falsification Adaptive Set in Linear Models with Instrumental Variables that Violate the Exclusion or Conditional Exogeneity Restriction
We propose a generalized FAS that reflects the model uncertainty when some instruments violate the exclusion assumption and/or some instruments violate the conditional exogeneity assumption.
Detecting Grouped Local Average Treatment Effects and Selecting True Instruments
Under an endogenous binary treatment with heterogeneous effects and multiple instruments, we propose a two-step procedure for identifying complier groups with identical local average treatment effects (LATE) despite relying on distinct instruments, even if several instruments violate the identifying assumptions.
Agglomerative Hierarchical Clustering for Selecting Valid Instrumental Variables
We propose a procedure, which combines hierarchical clustering with a test of overidentifying restrictions for selecting valid instrumental variables (IV) from a large set of IVs.
Relaxing the Exclusion Restriction in Shift-Share Instrumental Variable Estimation
Many economic studies use shift-share instruments to estimate causal effects.
