arXiv 17 Aug 2025 · Econometrics
arXiv:2508.12474 · PDF · DOI · OpenAlex · Extracted main text
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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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 | Staiger, D. O. and J. H. Stock (1997) Instrumental variables regression with weak instruments | 1.000 | 13 | 6 | 100% |
| 2 | Guggenberger, P., F. Kleibergen, S. Mavroeidis, and L. Chen (2012) On the asymptotic sizes of subset Anderson–Rubin and Lagrange multiplier tests in linear instrumental variables regression | 1.000 | 13 | 4 | 100% |
| 3 | Anderson, T. W (1951) Estimating linear restrictions on regression coefficients for multivariate normal distributions | 1.000 | 11 | 3 | 100% |
| 4 | Cragg, J. G. and S. G. Donald (1997) Inferring the rank of a matrix | 1.000 | 7 | 4 | 100% |
| 5 | Kleibergen, F (2021) Efficient size correct subset inference in homoskedastic linear instrumental variables regression | 0.965 | 10 | 4 | 90% |
| 6 | Card, D (1995) Using geographic variation in college proximity to estimate the return to schooling | 0.956 | 16 | 6 | 88% |
| 7 | Londschien, M. and P. Bühlmann (2024) Weak-instrument-robust subvector inference in instrumental variables regression: A subvector lagrange multiplier test and proper… self | 0.899 | 22 | 5 | 73% |
| 8 | Moreira, M. J (2003) A conditional likelihood ratio test for structural models | 0.894 | 7 | 3 | 71% |
| 9 | Scheidegger, C., M. Londschien, and P. Bühlmann (2025) A residual prediction test for the well-specification of linear instrumental variable models | 0.874 | 16 | 2 | 100% |
| 10 | Kleibergen, F (2002) Pivotal statistics for testing structural parameters in instrumental variables regression | 0.874 | 9 | 2 | 100% |
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