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Seminar

The Trade-Off Between Flexibility and Robustness in Instrumental Variables Analysis

  • Series
    Econometrics Seminars and Workshop Series
  • Speaker(s)
    Ben Deaner (University College London, United Kingdom)
  • Field
    Econometrics, Data Science and Econometrics
  • Location
    University of Amsterdam, room E5.22
    Amsterdam
  • Date and time

    November 15, 2024
    12:30 - 13:30

Abstract In additive IV models, the robustness to some failure of instrumental validity or additive separability depends on the strength of a priori restrictions on the `structural function'. We provide theoretical analysis of the problem, spell out the implications for empirical practice, and demonstrate with a simulation study calibrated on real-world data.