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# CITATION.cff file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "hetiv" in publications use:'
type: software
license: MIT
title: 'hetiv: Heteroskedasticity and Proxy-Based IV Methods'
version: 0.1.0
identifiers:
- type: doi
  value: 10.32614/CRAN.package.hetiv
abstract: Tools for identifying structural shocks using heteroskedasticity- and proxy-based
  instrumental variable (IV) methods in event-study settings. Supports local projection
  impulse response estimation of Jorda (2005) <https://doi.org/10.1257/0002828053828518>,
  generalised weak instrument testing of Lewis and Mertens (2025) <https://doi.org/10.1093/restud/rdaf103>,
  recursive heteroskedasticity-IV identification of Burri and Kaufmann (2026b) <https://doi.org/10.1016/j.econlet.2026.113091>,
  and Kalman-filter shock extraction of Burri and Kaufmann (2026a).
authors:
- family-names: Kaufmann
  given-names: Daniel
  email: info@dankaufmann.com
- family-names: Burri
  given-names: Marc
- family-names: Grob
  given-names: Valentin
preferred-citation:
  type: manual
  title: 'hetiv: Heteroskedasticity and Proxy-Based IV Methods'
  authors:
  - family-names: Kaufmann
    given-names: Daniel
    email: info@dankaufmann.com
  - family-names: Burri
    given-names: Marc
  - family-names: Grob
    given-names: Valentin
  year: '2026'
  notes: R package version 0.1.0
  url: https://dankaufmann.github.io/hetiv/
repository: https://marcburri.r-universe.dev
repository-code: https://github.com/dankaufmann/hetiv
commit: 9c7c2248ee4f0d7f2075280f63c25348b578b1e6
url: https://dankaufmann.github.io/hetiv/
date-released: '2026-07-09'
contact:
- family-names: Kaufmann
  given-names: Daniel
  email: info@dankaufmann.com
references:
- type: report
  title: Measuring monetary policy shocks
  authors:
  - family-names: Burri
    given-names: Marc
  - family-names: Kaufmann
    given-names: Daniel
  year: '2026'
  institution:
    name: IRENE Institute of Economic Research, University of Neuchatel
  issue: 24-03
  collection-title: IRENE Working Papers
  collection-type: techreport
- type: article
  title: 'Multiple monetary policy shocks from daily data: A heteroskedasticity IV
    approach'
  authors:
  - family-names: Burri
    given-names: Marc
  - family-names: Kaufmann
    given-names: Daniel
  journal: Economics Letters
  year: '2026'
  volume: '268'
  doi: 10.1016/j.econlet.2026.113091
  start: '113091'
- type: article
  title: A Robust Test for Weak Instruments for 2SLS with Multiple Endogenous Regressors
  authors:
  - family-names: Lewis
    given-names: Daniel J.
  - family-names: Mertens
    given-names: Karel
  journal: Review of Economic Studies
  year: '2025'
  doi: 10.1093/restud/rdaf103