I review recent work in the statistics literature on instrumental variables methods from an econometrics perspective. I …

of group-level unobservables, standard quantile regression techniques are inconsistent in our setting even if the …, consisting of group-by-group quantile regression followed by two-stage least squares. Using the Bahadur representation of …

This paper considers tests of the parameter on endogenous variables in an instrumental variables regression model. The …

Treatment effect estimates in regression discontinuity (RD) designs are often sensitive to the choice of bandwidth and … polynomial order, the two important ingredients of widely used local regression methods. While Imbens and Kalyanaraman (2012) and … of the local regression RD estimator as the criterion to guide polynomial order selection. We show in Monte Carlo …

This paper describes and applies econometric strategies for estimating regression models of economic share data … on the conditional mean structures of such data. The paper proposes an extension of the fractional regression methodology … econometric strategies for share model estimation. The paper then goes on to discuss the univariate fractional regression …

The conventional heteroskedasticity-robust (HR) variance matrix estimator for cross-sectional regression (with or … increase to %u221E.The conventional heteroskedasticity-robust (HR) variance matrix estimator for cross-sectional regression …