arXiv 25 Jun 2018 · Econometrics · 2 citations (OpenAlex)
arXiv:1806.09517 · PDF · DOI · OpenAlex · Extracted main text
This note presents a proof of the conjecture in \citet*{pearl1995testability} about testing the validity of an instrumental variable in hidden variable models. It implies that instrument validity cannot be tested in the case where the endogenous treatment is continuously distributed. This stands in contrast to the classical testability results for instrument validity when the treatment is discrete. However, imposing weak structural assumptions on the model, such as continuity between the observable variables, can re-establish theoretical testability in the continuous setting.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Pearl (1995) On the testability of causal models with latent and instrumental variables, in `Proceedings of the Eleventh Conference on Uncert… | 1.000 | 15 | 5 | 100% |
| 2 | Kédagni \ Mourifié (2020) `Generalized instrumental inequalities: testing the instrumental variable independence assumption', Biometrika 107, 661–675 | 0.843 | 3 | 3 | 100% |
| 3 | Kitagawa (2015) `A test for instrument validity', Econometrica 83(5), 2043–2063 | 0.644 | 2 | 2 | 100% |
| 4 | Manski (2003) Partial identification of probability distributions, Springer Science & Business Media | 0.644 | 2 | 2 | 100% |
| 5 | Bell (2004) Speakable and unspeakable in quantum mechanics: Collected papers on quantum philosophy, Cambridge University Press | 0.585 | 3 | 1 | 100% |
| 6 | Bogachev (2007) 2Measure theory, Vol. 2, Springer Science & Business Media | 0.511 | 4 | 2 | 25% |
| 7 | Clauser, Horne, Shimony \ Holt (1969) `Proposed experiment to test local hidden-variable theories', Physical Review Letters 23(15), 880 – 884 | 0.511 | 2 | 1 | 100% |
| 8 | Dette, Hoderlein \ Neumeyer (2016) `Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness', Journal of Econo… | 0.511 | 2 | 1 | 100% |
| 9 | Kechris (1995) Classical descriptive set theory, Springer | 0.481 | 6 | 2 | 17% |
| 10 | Angrist, Imbens \ Rubin (1996) `Identification of causal effects using instrumental variables', Journal of the American Statistical Association 91(434), 444–455 | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 24 scored citations.