12 citations · 12 across the 3 of their papers we have counts for
3 papers
econ.EM2021★ 12 cited
Improving Inference from Simple Instruments through Compliance Estimation
Stephen Coussens, Jann Spiess
Instrumental variables (IV) regression is widely used to estimate causal treatment effects in settings where receipt of treatment is not fully random, but there exists an instrumen…
math.ST2017
Bias Reduction in Instrumental Variable Estimation through First-Stage Shrinkage
Jann Spiess
The two-stage least-squares (2SLS) estimator is known to be biased when its first-stage fit is poor. I show that better first-stage prediction can alleviate this bias. In a two-sta…
math.ST2017
Unbiased Shrinkage Estimation
Jann Spiess
Shrinkage estimation usually reduces variance at the cost of bias. But when we care only about some parameters of a model, I show that we can reduce variance without incurring bias…