Search Results - subject:"Instrumental Variables."

Design-based identification with formula instruments : a review

Borusyak, Kirill; Hull, Peter; Jaravel, Xavier - 2023

Many studies in economics use instruments or treatments which combine a set of exogenous shocks with other predetermined variables by a known formula. Examples include shift-share instruments and measures of social or spatial spillovers. We review recent econometric tools for this setting, which...

Persistent link: https://www.econbiz.de/10014312067

Re-Examination of Monetary Policy Using a Shift-Share Regressor and Instrumental Variables

Gunji, Hiroshi; Miura, Kazuki - 2023

and instrumental variables, which has not been used in previous vector autoregression analyses. We find that consumption …

Persistent link: https://www.econbiz.de/10014260003

Instrumental Variables Estimation for Infinite Order Panel Autoregressive Processes

Lee, Yoon-Jin; Okui, Ryo; Shintani, Mototsugu - 2023

We consider instrumental variables estimation of a possibly infinite order dynamic panel autoregressive (AR) process … time series is only moderately long. Instrumental variables approaches are useful to obtain well-behaved estimators in … panels with large cross-sections. We establish the consistency and asymptotic normality of the instrumental variables …

Persistent link: https://www.econbiz.de/10014260654

Estimating Causal Effects of Fertility on Life Course Outcomes : Evidence Using a Dyadic Genetic Instrumental Variable Approach

Zheng, Boyan; Lu, Qiongshi; Fletcher, Jason - 2023

rare (twins) and weak (gender composition) instrumental variables for fertility. This paper proposes a new “natural …

Persistent link: https://www.econbiz.de/10014261429

Pastoral Conflicts and (Dis)Trust : Evidence from Nigeria Using An Instrumental Variable Approach

Tuki, Daniel - 2023

Although the incidence of conflicts between Fulani nomadic pastoralists and sedentary farmers in Nigeria have risen significantly during the last decade, no study has, to the best of my knowledge, examined how these conflicts influence distrust of members of the Fulani ethnic group and the...

Persistent link: https://www.econbiz.de/10014262718

An Empirical Assessment of Effectiveness of the Us Tobacco Control Policies : A Smoothed Instrumental Variables Quantile Regression Approach

Hovhannisyan, Vardges; Heboyan, Vahe; Kondaridze, Magdana - 2023

Smoothed Instrumental Variables Quantile Regression estimator to gauge the effectiveness of these policies while addressing …

Persistent link: https://www.econbiz.de/10014263325

Instrumental Variables in Structural Equation Modelling : An application on the Impact of Labour Factors on Health and Standard of Livings

Giovanis, Eleftherios; Ozdamar, Oznur - 2023

instrumental variables (IV) approach within the SEM framework to deal with the endogeneity coming from the reverse causality …

Persistent link: https://www.econbiz.de/10014263675

Reconciling estimates of the long-term earnings effect of fertility

Bensnes, Simon; Huitfeldt, Ingrid; Leuven, Edwin - 2023

This paper presents novel methodological and empirical contributions to the child penalty literature. We propose a new estimator that combines elements from standard event study and instrumental variable estimators and demonstrate their relatedness. Our analysis shows that all three approaches...

Persistent link: https://www.econbiz.de/10014285783

Nonparametric identification of differentiated products demand using micro data

Berry, Steven; Haile, Philip A. - 2023

Persistent link: https://www.econbiz.de/10014317633

Instrumental variable estimation with many iInstruments using Elastic-Net IV

Skolkova, Alena - 2023

Persistent link: https://www.econbiz.de/10014317836