Search Results - subject:"INSTRUMENTAL VARIABLES"

Tobacco and Alcohol: Complements or Substitutes? - A Statistical Guinea Pig Approach

Tauchmann, Harald; Göhlmann, Silja; Requate, Till; … - 2006

alternative instrumental variables approach that statistically mimics an experimental study and does not rely on prices as …

Persistent link: https://www.econbiz.de/10010276357

Tobacco and alcohol: complements or substitutes? A statistical Guinea Pig approach

Requate, Till; Göhlmann, Silja; Tauchmann, Harald; … - 2006

alternative instrumental variables approach that statistically mimics an experimental study and does not rely on prices as …

Persistent link: https://www.econbiz.de/10010296265

Heterogeneous Returns to Training: An Analysis with German Data Using Local Instrumental Variables

Kuckulenz, Anja; Maier, Michael - 2006

instrumental variables suggest that traditional estimates of the wage impact of training overestimate this effect. …

Persistent link: https://www.econbiz.de/10010297510

Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables

Davidson, Russell; MacKinnon, James G. - 2006

estimated by instrumental variables. We show that all the test statistics--Student's t, Anderson-Rubin, Kleibergen's K, and …

Persistent link: https://www.econbiz.de/10011940646

The Impact of Poor Health on Education: New Evidence Using Genetic Markers

Ding, Weili; Lehrer, Steven; Rosenquist, J. Niles; … - 2006

This paper examines the influence of health conditions on academic performance during adolescence. To account for the endogeneity of health outcomes and their interactions with risky behaviors we exploit natural variation within a set of genetic markers across individuals. We present strong...

Persistent link: https://www.econbiz.de/10011940664

Moments of IV and JIVE Estimators

Davidson, Russell; MacKinnon, James G. - 2006

instrumental variables and related estimators in the linear regression model. For generalized IV estimators, we obtain familiar …

Persistent link: https://www.econbiz.de/10011940699

Factor-GMM estimation with large sets of possibly weak instruments

Kapetanios, George; Marcellino, Massimiliano - 2006

This paper analyses the use of factor analysis for instrumental variable estimation when the number of instruments tends to infinity. We consider cases where the unobserved factors are the optimal instruments but also cases where the factors are not necessarily the optimal instruments but can...

Persistent link: https://www.econbiz.de/10010284191

Tobacco and Alcohol: Complements or Substitutes? - A Statistical Guinea Pig Approach

Tauchmann, Harald; Göhlmann, Silja; Requate, Till; … - Rheinisch-Westfälisches Institut für … - 2006

alternative instrumental variables approach that statistically mimics an experimental study and does not rely on prices as …

Persistent link: https://www.econbiz.de/10005436110

A Gaussian IV estimator of cointegrating relations

Bårdsen, Gunnar; Haldrup, Niels - School of Economics and Management, University of Aarhus - 2006

large samples. Keywords: Cointegration, Instrumental variables, Mixed Gaussianity. JEL Classification: C2,C22,C32 1 … instrumental variables. The motivation for the estimator is twofold: first, existing Monte-Carlo studies (Banerjee et al., 1993 … instrumental variables estimator of the cointegrating relation where the instruments are chosen as appropriately filtered series. 3 …

Persistent link: https://www.econbiz.de/10005439926

Optimal Estimation of Cointegrated Systems with Irrelevant Instruments

Phillips, Peter C. B. - Cowles Foundation for Research in Economics, Yale University - 2006

only linear instrumental variables estimation, and is a straightforward one step procedure with no loss of degrees of …

Persistent link: https://www.econbiz.de/10005463872