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/

A BibTeX entry for LaTeX users is

  @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.

A BibTeX entry for LaTeX users is

  @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

A BibTeX entry for LaTeX users is

  @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

A BibTeX entry for LaTeX users is

  @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},
  }