Assumption violations in instrumental variables regression: weak instruments in subvector testing under heteroskedasticity and assessing the exclusion restriction

Instrumental variables (IV) is a commonly used regression technique to estimate treatment parameters when the treatment is not random, i.e., it is endogenous. It relies on key assumptions and this dissertation explores strategies to deploy when those assumptions may not hold. Chapter 1 deals with th...

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Bibliographic Details
Main Author: Esenther, A
Other Authors: Windmeijer, F
Format: Thesis
Language:English
Published: 2022
Subjects: