2 papers
econ.EM2026
The moment is here: a generalized class of estimators for fuzzy regression discontinuity designs
Stuart Lane
The standard fuzzy regression discontinuity (FRD) estimator is a ratio of differences of local polynomial estimators. I show that this estimator does not possess any finite integer…
econ.EM2025
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…