2 citations · 2 across the 2 of their papers we have counts for
5 papers
The Generalized Falsification Adaptive Set for Violations of the Exclusion Restriction and Exogeneity
Nicolas Apfel, Frank Windmeijer
The falsification adaptive set (FAS) as proposed by Masten and Poirier (2021) provides an identified set for a treatment effect when the baseline model is falsified, assuming inval…
Two-Sample IV: Efficient Two-Step Estimation and Tests for Overidentification and Weak-Instruments
Fatima Kasenally, Ruoxi Guan, Frank Windmeijer
Two-sample IV is a popular estimation method when the outcome and treatment variables are available in different samples, whereas instruments are available in both samples. The sta…
Best Feasible Conditional Critical Values for a More Powerful Subvector Anderson-Rubin Test
Jesse Hoekstra, Frank Windmeijer
For subvector inference in the linear instrumental variables model under homoskedasticity but allowing for weak instruments, Guggenberger, Kleibergen, and Mavroeidis (2019) (GKM) p…
Overidentification testing with weak instruments and heteroskedasticity
Stuart Lane, Frank Windmeijer
Exogeneity is key for IV estimators, which can assessed via overidentification (OID) tests. We discuss the Kleibergen-Paap (KP) rank test as a heteroskedasticity-robust OID test an…
The Robust F-Statistic as a Test for Weak Instruments
Frank Windmeijer
Montiel Olea and Pflueger (2013) proposed the effective F-statistic as a test for weak instruments in terms of the Nagar bias of the two-stage least squares (2SLS) estimator relati…