Granular instrumental variables

X Gabaix, RSJ Koijen - Journal of Political Economy, 2024 - journals.uchicago.edu
… idiosyncratic shocks in the presence of common factors. Datasets used in this literature can
be … However, the typical approach has been to use idiosyncratic shocks to variables that are …

Dual instrumental variable regression

K Muandet, A Mehrjou, SK Lee… - Advances in Neural …, 2020 - proceedings.neurips.cc
… non-linear models in place of their linear counterparts [7… Early applications of instrumental
variables often assume linear … to perform causal analysis under the presence of unobserved …

The causal interpretation of two-stage least squares with multiple instrumental variables

M Mogstad, A Torgovitsky, CR Walters - American Economic Review, 2021 - aeaweb.org
… single endogenous variable, consistent with the framework that we will use in our analysis.
… in an individual’s county at 17 and the presence of a four-year public college in an individual’…

Estimating the causal effect of measured endogenous variables: A tutorial on experimentally randomized instrumental variables

GB Sajons - The Leadership Quarterly, 2020 - Elsevier
… for in the regression model. Oftentimes, however, these … Even in the presence of omitted
variables q affecting both x and y, … The type of boss was then used as an instrumental variable

Optimal individualized decision rules using instrumental variable methods

H Qiu, M Carone, E Sadikova… - Journal of the …, 2021 - Taylor & Francis
… this work allow for the presence of unmeasured modifiers of … , we could use any exponential
family regression model with … the same as with the linear regression model, and the fitted …

Spatial interdependence and instrumental variable models

T Betz, SJ Cook, FM Hollenbach - Political Science Research and …, 2020 - cambridge.org
… Abstract Instrumental variable (IV) methods are widely used to … Less appreciated is that
2SLS is biased in the presence of (… a linear model (via OLS), with our results (see Model 1) …

Quantile treatment effects in the presence of covariates

D Powell - Review of Economics and Statistics, 2020 - direct.mit.edu
… The framework includes simultaneous equations models with … regression and instrumental
variable quantile regression are … researcher to use treatment and control variables differently. …

Do fiscal rules cause better fiscal balances? A new instrumental variable strategy

F Caselli, J Reynaud - European Journal of Political Economy, 2020 - Elsevier
… Finally, we test common instrumental variables used in the literature. … the presence of a
causal link going from fiscal rules to the fiscal balance requires finding an instrumental variable

Instrumental variable identification of dynamic variance decompositions

M Plagborg-Møller, CK Wolf - Journal of Political Economy, 2022 - journals.uchicago.edu
… Such external instrumental variables (IVs, or proxy variables) are now routinely used to estimate
causal … We provide the applied researcher with an easy-to-use code suite that constructs …

How to use instrumental variables in addressing endogeneity? A step-by-step procedure for non-specialists

S Ullah, G Zaefarian, F Ullah - Industrial Marketing Management, 2021 - Elsevier
… than one explanatory variables in a regression model. An … In their study on whether the
presence of Chief Marketing … on the dummy variable indicating CMO presence. Indeed, …