4 papers
Uniform Validity of the Subset Anderson-Rubin Test under Heteroskedasticity and Nonlinearity
Atsushi Inoue, Ãscar JordÃ, Guido M. Kuersteiner
We consider the Anderson-Rubin (AR) statistic for a general set of nonlinear moment restrictions. The statistic is based on the criterion function of the continuous updating estima…
Differential Test Performance and Peer Effects
Guido Kuersteiner, Ingmar Prucha, Ying Zeng
We use variation of test scores measuring closely related skills to isolate peer effects. The intuition for our identification strategy is that the difference in closely related sc…
Inference for Local Projections
Atsushi Inoue, Ãscar JordÃ, Guido M. Kuersteiner
Inference for impulse responses estimated with local projections presents interesting challenges and opportunities. Analysts typically want to assess the precision of individual es…
Overidentification in Shift-Share Designs
Jinyong Hahn, Guido Kuersteiner, Andres Santos +1
This paper studies the testability of identifying restrictions commonly employed to assign a causal interpretation to two stage least squares (TSLS) estimators based on Bartik inst…