When instruments are weakly correlated with endogenous regressors, conventional
methods for instrumental variables (IV) estimation and inference become unreliable. A large …

We survey the weak instrumental variables (IV) literature with the aim of giving simple advice
to applied researchers. This literature focuses heavily on the problem of size inflation in two …

We revisit the finite-sample behavior of single-variable just-identified instrumental variables
(just-ID IV) estimators, arguing that in most microeconometric applications, the usual …

Technological change in production processes with gendered division of labor across tasks,
such as agriculture, can have a differential impact on women's and men's labor. Using …

Many empirical applications of regression discontinuity (RD) models use a running variable
that is rounded and hence discrete, eg age in years, or birth weight in ounces. This paper …

Statistical decision rules map data into actions. Point estimators, inference procedures, and
forecasting methods can be viewed as statistical decision rules. However, other types of …

This paper considers identifying and estimating the Average Treatment Effect on the Treated
(ATT) when untreated potential outcomes are generated by an interactive fixed effects …

• Don't o use/report p-values of test of π= 0 (null of irrelevant instruments) o use/report
nonrobust first stage F (FN) o use/report usual robust first-stage F (except OK for k= 1 where …

We propose a simple data-driven procedure that exploits heterogeneity in the first-stage
correlation between an instrument and an endogenous variable to improve the asymptotic …

We develop asymptotic approximation results that can be applied to sequential estimation
and inference problems, adaptive randomized controlled trials, and other statistical decision …