We investigate the behaviour of the Lasso for selecting invalid instruments in linear instrumental variables models for estimating causal effects of exposures on outcomes, as proposed recently by Kang, Zhang, Cai and Small (2016, Journal of the American Statistical Association). Invalid...

This paper demonstrates that popular linear fixed-effects panel-data estimators are biased and inconsistent when applied in a discrete-time hazard setting - that is, one in which the outcome variable is a binary dummy indicating an absorbing state, even if the data-generating process is fully...

This paper demonstrates that popular linear fixed-effects panel-data estimators are biased andinconsistent when applied in a discrete-time hazard setting - that is, one in which the outcomevariable is a binary dummy indicating an absorbing state, even if the data-generating process isfully...