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A Natural Robustification of the Ordinary Instrumental Variables Estimator |
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| Authors: | Gabriela V. Cohen Freue Hernan Ortiz‐Molina Ruben H. Zamar |
| Affiliation: | 1. Department of Statistics, University of British Columbia, , Vancouver, British Columbia, V6T 1Z4 Canada;2. Sauder School of Business, University of British Columbia, , Vancouver, British Columbia, V6T 1Z2 Canada |
| Abstract: | |
| Keywords: | Endogenous covariate Instrumental variable Robust estimation S‐estimator |