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econ.EM2023
Weak Identification with Many Instruments
Anna Mikusheva, Liyang Sun
Linear instrumental variable regressions are widely used to estimate causal effects. Many instruments arise from the use of ``technical'' instruments and more recently from the emp…
econ.EM2023
Adapting to Misspecification
Timothy B. Armstrong, Patrick Kline, Liyang Sun
Empirical research typically involves a robustness-efficiency tradeoff. A researcher seeking to estimate a scalar parameter can invoke strong assumptions to motivate a restricted e…
econ.EM2018
Estimating Dynamic Treatment Effects in Event Studies with Heterogeneous Treatment Effects
Liyang Sun, Sarah Abraham
To estimate the dynamic effects of an absorbing treatment, researchers often use two-way fixed effects regressions that include leads and lags of the treatment. We show that in set…