Authors and Citation

Authors

• Daniel Kaufmann. Author, maintainer, copyright holder.

• Marc Burri. Author.

• Valentin Grob. Author.

Citation

Kaufmann, D., Burri, M., and Grob, V. (2026). hetiv: Heteroskedasticity and Proxy-Based IV Methods. R package version 0.1.0. https://dankaufmann.github.io/hetiv/

@Manual{,
  title = {hetiv: Heteroskedasticity and Proxy-Based IV Methods},
  author = {Daniel Kaufmann and Marc Burri and Valentin Grob},
  year = {2026},
  note = {R package version 0.1.0},
  url = {https://dankaufmann.github.io/hetiv/},
}

Burri, M. and Kaufmann, D. (2026). Measuring monetary policy shocks. IRENE Working Papers 24-03, IRENE Institute of Economic Research, University of Neuchatel.

@TechReport{,
  title = {Measuring monetary policy shocks},
  author = {Marc Burri and Daniel Kaufmann},
  year = {2026},
  institution = {IRENE Institute of Economic Research, University of Neuchatel},
  number = {24-03},
  series = {IRENE Working Papers},
}

Burri, M. and Kaufmann, D. (2026). Multiple monetary policy shocks from daily data: A heteroskedasticity IV approach. Economics Letters, 268, 113091. doi:10.1016/j.econlet.2026.113091

@Article{,
  title = {Multiple monetary policy shocks from daily data: A heteroskedasticity IV approach},
  author = {Marc Burri and Daniel Kaufmann},
  journal = {Economics Letters},
  year = {2026},
  volume = {268},
  pages = {113091},
  doi = {10.1016/j.econlet.2026.113091},
}

Lewis, D. J. and Mertens, K. (2025). A robust test for weak instruments for 2SLS with multiple endogenous regressors. Review of Economic Studies. doi:10.1093/restud/rdaf103

@Article{,
  title = {A Robust Test for Weak Instruments for 2SLS with Multiple Endogenous Regressors},
  author = {Daniel J. Lewis and Karel Mertens},
  journal = {Review of Economic Studies},
  year = {2025},
  doi = {10.1093/restud/rdaf103},
}