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TI  - Identification in Parametric Models
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TI  - Estimation and Confidence Regions for Parameter Sets in Econometric Models
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TI  - Instrumental Variables Regression with Weak Instruments
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TI  - Conditional Choice Probabilities and the Estimation of Dynamic Models
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TI  - Optimal Nonparametric Estimation of First-price Auctions
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JO  - Econometrica
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TI  - Identification of Endogenous Social Effects: The Reflection Problem
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TI  - Estimating average causal effects under general interference, with application to a social network experiment
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TI  - Macroeconomics and Reality
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TI  - The Generalized Dynamic-Factor Model: Identification and Estimation
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TI  - Coherent Measures of Risk
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TI  - Another look at the instrumental variable estimation of error-components models
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TI  - Statistical Inference in Instrumental Variables Regression with I(1) Processes
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TI  - A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments
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TI  - Identification of Causal Effects Using Instrumental Variables
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TI  - The Estimation of Economic Relationships using Instrumental Variables
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TI  - Identification and Estimation of Treatment Effects with a Regression-Discontinuity Design
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TY  - JOUR
TI  - Instrumental Variables and GMM: Estimation and Testing
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AU  - Mark E. Schaffer
AU  - Steven Stillman
JO  - The Stata Journal Promoting communications on statistics and Stata
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TY  - JOUR
TI  - Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments
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AU  - Alan B Krueger
JO  - The Journal of Economic Perspectives
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TY  - JOUR
TI  - What are the effects of monetary policy on output? Results from an agnostic identification procedure
AU  - Harald Uhlig
JO  - Journal of Monetary Economics
PY  - 2005
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TI  - Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
AU  - Bruce E. Hansen
JO  - Econometrica
PY  - 1996
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TI  - Identification Properties of Recent Production Function Estimators
AU  - Daniel A. Ackerberg
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AU  - Garth Frazer
JO  - Econometrica
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TI  - Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
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TI  - A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances
AU  - Harry H. Kelejian
AU  - Ingmar R. Prucha
JO  - The Journal of Real Estate Finance and Economics
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TI  - A review of instrumental variable estimators for Mendelian randomization
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AU  - Simon G. Thompson
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TY  - JOUR
TI  - Identification, Inference and Sensitivity Analysis for Causal Mediation Effects
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AU  - Teppei Yamamoto
JO  - Statistical Science
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TI  - Exploratory latent structure analysis using both identifiable and unidentifiable models
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TI  - High Frequency Identification of Monetary Non-Neutrality: The Information Effect
AU  - Emi Nakamura
AU  - Jón Steinsson
JO  - The Quarterly Journal of Economics
PY  - 2013
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TY  - JOUR
TI  - Testing Identifiability and Specification in Instrumental Variable Models
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AU  - Stephen G. Donald
JO  - Econometric Theory
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TI  - Training, Wages, and Sample Selection: Estimating Sharp Bounds on Treatment Effects
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JO  - The Review of Economic Studies
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TY  - JOUR
TI  - Enhanced Routines for Instrumental Variables/Generalized Method of Moments Estimation and Testing
AU  - Christopher F. Baum
AU  - Mark E. Schaffer
AU  - Steven Stillman
JO  - The Stata Journal Promoting communications on statistics and Stata
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VL  - 7
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TY  - JOUR
TI  - Identification of peer effects through social networks
AU  - Yann Bramoullé
AU  - Habiba Djebbari
AU  - Bernard Fortin
JO  - Journal of Econometrics
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TI  - Statistical predictor identification
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JO  - Annals of the Institute of Statistical Mathematics
PY  - 1970
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TY  - JOUR
TI  - A Robust Test for Weak Instruments
AU  - José Luis Montiel Olea
AU  - CAROLIN E. PFLUEGER
JO  - Journal of Business and Economic Statistics
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TY  - JOUR
TI  - Avoiding Invalid Instruments and Coping with Weak Instruments
AU  - Michael Peter Murray
JO  - The Journal of Economic Perspectives
PY  - 2006
VL  - 20
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DO  - 10.1257/jep.20.4.111
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TY  - JOUR
TI  - Identification and Inference in Nonlinear Difference-in-Differences Models
AU  - Susan Carleton Athey
AU  - Guido W. Imbens
JO  - Econometrica
PY  - 2006
VL  - 74
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UR  - https://doi.org/10.1111/j.1468-0262.2006.00668.x
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TY  - JOUR
TI  - An IV Model of Quantile Treatment Effects
AU  - Victor Chernozhukov
AU  - Christian Hansen
JO  - Econometrica
PY  - 2004
VL  - 73
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TY  - JOUR
TI  - Mendelian randomization as an instrumental variable approach to causal inference
AU  - Vanessa Didelez
AU  - Nuala A. Sheehan
JO  - Statistical Methods in Medical Research
PY  - 2007
VL  - 16
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