Topic: Weak and Multiple Instruments

Why Passing an Overidentification Test Does Not Validate Instruments

Weak Identification in Linear Instrumental Variables

Weak-IV Tests with Multiple Endogenous Regressors

Two-Stage Least Squares as a Weighted Average of Local Effects

Underidentification Tests and Their Limits

Stock-Yogo Critical Values and Their Scope

Robust First-Stage Diagnostics and Effective F Statistics

Reducing Instrument Sets Without Ignoring Validity

Post-Selection Inference for Instrument Choice

Overidentification Tests Under Treatment-Effect Heterogeneity