Related papers: Testing Partial Instrument Monotonicity
An instrument is a random variable thatallows the identification of parameters inlinear models when the error terms arenot uncorrelated.It is a popular method used in economicsand the social sciences that reduces theproblem of…
This paper proposes semi-instrumental variables (semi-IVs) as an alternative to instrumental variables (IVs) to identify the causal effect of a binary (or discrete) endogenous treatment. A semi-IV is a less restrictive form of instrument:…
This paper considers inference in a linear instrumental variable regression model with many potentially weak instruments, in the presence of heterogeneous treatment effects. I first show that existing test procedures, including those that…
There are many environments in econometrics which require nonseparable modeling of a structural disturbance. In a nonseparable model with endogenous regressors, key conditions are validity of instrumental variables and monotonicity of the…
This paper studies the identifying content of the instrument monotonicity assumption of Imbens and Angrist (1994) on the distribution of potential outcomes in a model with a binary outcome, a binary treatment and an exogenous binary…
This paper proposes several tests of restricted specification in nonparametric instrumental regression. Based on series estimators, test statistics are established that allow for tests of the general model against a parametric or…
We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…
This study demonstrates the existence of a testable condition for the identification of the causal effect of a treatment on an outcome in observational data, which relies on two sets of variables: observed covariates to be controlled for…
This paper characterizes point identification results of the local average treatment effect (LATE) using two imperfect instruments. The classical approach (Imbens and Angrist (1994)) establishes the identification of LATE via an instrument…
Instrumental variable (IV) analyses are becoming common in health services research and epidemiology. Most IV analyses use naturally occurring instruments, such as distance to a hospital. In these analyses, investigators must assume the…
The instrumental variables (IV) method is a method for making causal inferences about the effect of a treatment based on an observational study in which there are unmeasured confounding variables. The method requires a valid IV, a variable…
A unit root test is proposed for time series with a general nonlinear deterministic trend component. It is shown that asymptotically the pooled OLS estimator of overlapping blocks filters out any trend component that satisfies some…
This paper develops a new method for identifying econometric models with partially latent covariates. Such data structures arise in industrial organization and labor economics settings where data are collected using an input-based sampling…
The instrumental variable method is widely used in the health and social sciences for identification and estimation of causal effects in the presence of potentially unmeasured confounding. In order to improve efficiency, multiple…
While most treatment evaluations focus on binary interventions, a growing literature also considers continuously distributed treatments. We propose a Cram\'{e}r-von Mises-type test for testing whether the mean potential outcome given a…
This paper develops an empirical balancing approach for the estimation of treatment effects under two-sided noncompliance using a binary conditionally independent instrumental variable. The method weighs both treatment and outcome…
This paper presents a simple method for carrying out inference in a wide variety of possibly nonlinear IV models under weak assumptions. The method is non-asymptotic in the sense that it provides a finite sample bound on the difference…
Mendelian randomization (MR) has been a popular method in genetic epidemiology to estimate the effect of an exposure on an outcome using genetic variants as instrumental variables (IV), with two-sample summary-data MR being the most…
We analyze theoretical properties of the hybrid test for superior predictability. We demonstrate with a simple example that the test may not be pointwise asymptotically of level $\alpha$ at commonly used significance levels and may lead to…
We propose and implement an approach to inference in linear instrumental variables models which is simultaneously robust and computationally tractable. Inference is based on self-normalization of sample moment conditions, and allows for…