1. A note on testing instrument validity for the identification of LATE
| Title | A note on testing instrument validity for the identification of LATE |
|---|---|
| Author info | Lukáš Lafférs, Giovanni Mellace |
| Author | Lafférs Lukáš 1986- (50%) UMBFP10 - Katedra matematiky |
| Co-authors | Mellace Giovanni (50%) |
| Source document | Empirical Economics. Vol. 53, no. 3 (2017), pp. 1281-1286. - Heidelberg : Physica-Verlag, 2017 |
| Keywords | štatistické metódy - statistical methods ekonometria - econometrics |
| Language | English |
| Country | Germany |
| systematics | 33 |
| Annotation | In this paper, we show that the testable implications derived in Huber and Mellace (Rev Econ Stat 97:398, 2015) are the best possible to detect invalid instruments in the presence of heterogeneous treatment effects and endogeneity. We also provide formal proof of the fact that those testable implications are only necessary, but not sufficient, conditions for instrument validity |
| Public work category | ADM |
| No. of Archival Copy | 40354 |
| Repercussion category | FARBMACHER, Helmut - GUBER, Raphael - KLAASSEN, Sven. Instrument validity tests with causal forests. In Journal of business and economic statistics. ISSN 0735-0015, 2022, vol. 40, no. 2, pp. 605-614. |
| Catal.org. | BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici |
| Database | xpca - PUBLIKAČNÁ ČINNOSŤ |
| References | PERIODIKÁ-Súborný záznam periodika |