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math.ST2025
The Categorical Instrumental Variable Model: Characterization, Partial Identification, and Statistical Inference
Yilin Song, F. Richard Guo, K. C. Gary Chan +1
We study categorical instrumental variable (IV) models with instrument, treatment and outcome taking finitely many values. We derive a simple closed-form characterization of the se…
math.ST2025
GMM with Many Weak Moment Conditions and Nuisance Parameters: General Theory and Applications to Causal Inference
Rui Wang, Kwun Chuen Gary Chan, Ting Ye
Weak identification arises in many statistical problems when key variables exhibit weak correlations-for example, when instrumental variables correlate weakly with treatment, or wh…