Topic: Two-Stage Least Squares

Reporting 2SLS Estimates and Inference

Partialling Out Exogenous Covariates in 2SLS

Implementing the Two Stages Correctly

Interactions With Endogenous Regressors

Interpreting 2SLS Coefficients in Linear Models

Heteroskedasticity-Robust 2SLS Inference

Homoskedastic 2SLS Standard Errors

HAC Standard Errors for 2SLS

Finite-Sample Corrections for 2SLS Variances

Fixed-Effects 2SLS in Panel Data