To cite hetiv in publications use:

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/

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

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>

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>

Corresponding BibTeX entries:

  @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/},
  }

  @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},
  }

  @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},
  }

  @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},
  }