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A statistician's guide to weak-instrument-robust inference in instrumental variables regression with illustrations in Python

  • arXiv (Cornell University)
  • Cornell University
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Abstract

We provide an overview of results relating to estimation and weak-instrument-robust inference in instrumental variables regression. Methods are implemented in the ivmodels software package for Python, which we use to illustrate results.

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Publication details

DOI
10.48550/arxiv.2508.12474
OpenAlex
W4414487473
Document type
preprint
Language
EN
Source
arXiv (Cornell University)
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