Search Results - subject:"Instrumental Variables Estimation"

A consistent method for the selection of relevant instruments

Hall, Alastair R.; Peixe, Fernanda P. M. - In: Econometric reviews 22 (2003) 3, pp. 269-287

Persistent link: https://www.econbiz.de/10001786922

Weak instruments : diagnosis and cures in empirical econometrics

Hahn, Jinyong; Hausman, Jerry A. - In: The American economic review 93 (2003) 2, pp. 118-125

Persistent link: https://www.econbiz.de/10001777041

Semiparametric instrumental variable estimation of treatment response models

Abadie, Alberto - In: Journal of econometrics 113 (2003) 2, pp. 231-263

Persistent link: https://www.econbiz.de/10001738895

Detecting lack of identification in GMM

Wright, Jonathan H. - In: Econometric theory 19 (2003) 2, pp. 322-330

Persistent link: https://www.econbiz.de/10001743410

Using instrumental variables to estimate the share of backward-looking firms

Søndergaard, Lars (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002110744

Identification, weak instruments, and statistical inference in econometrics

Dufour, Jean-Marie - In: The Canadian journal of economics 36 (2003) 4, pp. 767-808

Persistent link: https://www.econbiz.de/10001841870

Asymptotic normality of single-equation estimators for the case with a large number of weak instruments

Chao, John C. (contributor); Swanson, Norman R. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001848647

Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction

Chao, John C. (contributor); Swanson, Norman R. (contributor) - 2003 - [Elektronische Ressource]

We provide analytical formulae for the asymptotic bias (ABIAS) and mean squared error (AMSE) of the IV estimator, and obtain approximations thereof based on an asymptotic scheme which essentially requires the expectation of the first stage F-statistic to converge to a finite (possibly small)...

Persistent link: https://www.econbiz.de/10001848868

Inverse problems and structural econometriccs : the example of instrumental variables

Florens, Jean-Pierre - 2003

Persistent link: https://www.econbiz.de/10002011583

Endogeneity and instruments in nonparametric models : a discussion of the papers by Jean-Pierre Florens and by Richard Blundell and James L. Powell

Arellano, Manuel - 2003

Persistent link: https://www.econbiz.de/10002011600