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econ.EM2022
What Impulse Response Do Instrumental Variables Identify?
Bonsoo Koo, Seojeong Lee, Myung Hwan Seo +1
We study what local projection instrumental variable (LP-IV) regressions identify when an instrument is correlated with several structural shocks, such as defense and non-defense s…
econ.EM2022
csa2sls: A complete subset approach for many instruments using Stata
Seojeong Lee, Siha Lee, Julius Owusu +1
We develop a Stata command that implements the complete subset averaging two-stage least squares (CSA2SLS) estimator in Lee and Shin (2021). The CSA2SLS estimato…