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One Instrument to Rule Them All: The Bias and Coverage of Just-ID IV

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NBER2021-11-01 更新2025-01-04 收录
下载链接:
https://www.nber.org/papers/w29417
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资源简介:
We revisit the finite-sample behavior of just-identified instrumental variables (IV) estimators, arguing that in most microeconometric applications, just-identified IV bias is negligible and the usual inference strategies likely reliable. Three widely-cited applications are used to explain why this
提供机构:
美国国家经济研究局
创建时间:
2021-11-01
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