2 papers
econ.EM2023
Robust Conditional Wald Inference for Over-Identified IV
David S. Lee, Justin McCrary, Marcelo J. Moreira +2
For the over-identified linear instrumental variables model, researchers commonly report the 2SLS estimate along with the robust standard error and seek to conduct inference with t…
econ.EM2020
Valid t-ratio Inference for IV
David S. Lee, Justin McCrary, Marcelo J. Moreira +1
In the single IV model, current practice relies on the first-stage F exceeding some threshold (e.g., 10) as a criterion for trusting t-ratio inferences, even though this yields an…