3 papers
econ.EM2026
Power Bounds and Efficiency Loss for Asymptotically Optimal Tests in IV Regression
Marcelo J. Moreira, Geert Ridder, Mahrad Sharifvaghefi
We characterize the maximal attainable power-size gap in overidentified instrumental variables models with heteroskedastic or autocorrelated (HAC) errors. Using total variation dis…
econ.EM2025
Raking for estimation and inference in panel models with nonignorable attrition and refreshment
Grigory Franguridi, Jinyong Hahn, Pierre Hoonhout +2
In panel data subject to nonignorable attrition, auxiliary (refreshment) sampling may restore full identification under weak assumptions on the attrition process. Despite their gen…
econ.EM2025
Stratifying on Treatment Status
Jinyong Hahn, John Ham, Geert Ridder +1
We study the estimation of treatment effects using samples stratified by treatment status. Standard estimators of the average treatment effect and the local average treatment effec…