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Optimal formula instruments

When estimating the effects of treatments defined by complex formulas, researchers often use simple functions of… Continue reading.

Kirill Borusyak, Peter Hull
March | CWP03/26
Nonparametric identification of demand without exogenous product characteristics

We study identification of differentiated product demand from market level data when product characteristics can be… Continue reading.

Kirill Borusyak, Jiafeng Chen, Peter Hull, Lihua Lei
February | CWP02/26
Weak instrument bias in impulse response estimators

We approximate the finite-sample distribution of impulse response function (IRF) estimators that are just-identified with a… Continue reading.

Daniel Lewis, Karel Mertens
January | CWP01/26
Identification of multivariate measurement error models

This paper develops new identification results for multidimensional continuous measurement-error models where all observed measurements are… Continue reading.

Yingyao Hu
December | CWP19/25