Research

Publications

1. Outlier Robust Inference in the Instrumental Variable Model With Applications to Causal Effects (with Mikhail Zhelonkin).
   Journal of Applied Econometrics, Volume 39, 2024, p. 86-106.
   Article (open access), Replication code, R package

Working papers

1. Resistant Inference in Instrumental Variable Models (with Mikhail Zhelonkin).

Work in progress

1. On the Performance of M-estimators Under Outlier Contamination (with Bent Nielsen).

2. Outlier Robust Inference in the Instrumental Variable Model in Stata (with Matthias Hofstede, Andrea Naghi and Mikhail Zhelonkin).

3. Outlier Robust Inference in a General Class of Instrumental Variable Models. (Github)