Author

Parush Arora

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Preprint Sep 2026

What No First Stage Can Detect: Functional-Form Contamination in Linear IV

Applied instrumental variables (IV) practice reports a first-stage F, now often the conditional F of Sanderson and Windmeijer (2016), and reads a large value as license to interpret the second stage. We show that no first-stage diagnostic can provide it. With a scalar instrument, a scalar treatment, and covariates ente...

Parush Arora · 0 citations

Preprint Aug 2026

Trading Scope for Credibility in Difference-in-Differences

When parallel trends fails for some treated cohorts but not others, the average treatment effect on the treated (ATT), an average over all of them, is exactly the target that becomes hard to recover. We propose changing the estimand rather than defending it. The credible-subpopulation local ATT (LATT) is the effect for...

Parush Arora, Abhishek Chand · 0 citations

Preprint Aug 2026

Partial Homogeneity in Staggered Difference-in-Differences

In staggered difference-in-differences (DiD) designs, units enter treatment at different calendar times, so the treatment effect is not a single number but a set of Cohort-Average Treatment effects on the Treated (CATTs), one per cohort-time cell. Estimating every CATT as its own parameter, as the standard fully flexib...

Parush Arora, Rohan Wagle · 0 citations