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20202023
most citedUnified Inference on Moment Restrictions with Nuisance Parameters

1 citations · 1 across the 6 of their papers we have counts for

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econ.EM2022

Pairwise Valid Instruments

Zhenting Sun, Kaspar Wüthrich

Finding valid instruments is difficult. We propose Validity Set Instrumental Variable (VSIV) estimation, a method for estimating local average treatment effects (LATEs) in heteroge…

stat.ME2022★ 1 cited

Unified Inference on Moment Restrictions with Nuisance Parameters

Xingyu Li, Xiaojun Song, Zhenting Sun

This paper proposes a simple unified inference approach on moment restrictions in the presence of nuisance parameters. The proposed test is constructed based on a new characterizat…