Testing for Weak Instruments in Linear IV Regression, James H. Stock, Motohiro Yogo, 2005Advances in Economics and Econometrics: Theory and Applications, Ninth World Congress, Vol. 3 (Cambridge University Press)DOI: 10.1017/CBO9780511614741.006 - Introduces widely used tests and critical values for diagnosing weak instruments in 2SLS, including the F-statistic rule of thumb.
Deep IV: A Flexible Approach to Counterfactual Prediction, Jonathan Hartford, Greg Lewis, and Victor Zeng, 2016Proceedings of the 33rd International Conference on Machine Learning (ICML), Vol. 48 (Proceedings of Machine Learning Research (PMLR))DOI: 10.5598/v48/hartford16 - Introduces a neural network-based instrumental variable approach for estimating heterogeneous treatment effects in complex, non-linear settings.
Lasso Instrumental Variable Estimation, Alexandre Belloni, Victor Chernozhukov, and Christian Hansen, 2012Econometrica, Vol. 80 (Wiley-Blackwell)DOI: 10.3982/ECTA9351 - Develops a method for instrumental variable estimation that uses Lasso regularization in the first stage to handle high-dimensional instruments effectively.
Double Machine Learning for Causal and Treatment Effect Estimation, Victor Chernozhukov, Denis Chetverikov, Mert Demirer, Esther Duflo, Christian Hansen, and Whitney Newey, 2018Econometrica, Vol. 86 (Wiley)DOI: 10.3982/ECTA14829 - Presents a robust, general framework for integrating machine learning methods into causal inference, including applications to instrumental variables, addressing non-linearities and high-dimensionality.