Search Results - subject:"Instrumental Variables."

The Implicit Weighting of GMM Estimators

Víšek, Jan - In: Bulletin of the Czech Econometric Society 15 (2008)

Paper recalls motivation for generalized method of moments (GMM) as well as the idea estimated generalized method of moments. Having demonstrated the danger of underrating the heteroscedasticity of disturbances and recalling Cragg's idea of improvement of estimation under heteroscedasticity, it...

Persistent link: https://www.econbiz.de/10008528866

On Optimal Instrumental Variables Generators: An Application to Hedge Funds Returns

Racicot, François-Éric; Théoret, Raymond - In: International Advances in Economic Research 14 (2008) 4, pp. 473-474

Persistent link: https://www.econbiz.de/10005705535

The endogeneity of the optimum currency area criteria: an application to ASEAN

Tawadros, George - In: International Economic Journal 22 (2008) 3, pp. 335-343

In this paper, the endogeneity hypothesis of the optimum currency area criteria is tested for seven economies who are members of the Association of South East Asian Nations (ASEAN). The empirical evidence presented shows that greater trade flows between these countries will lead to increased...

Persistent link: https://www.econbiz.de/10005157439

Extended Instrumental Variables Estimation for Overall Effects

Joffe, Marshall; Small, Dylan; Have, Thomas Ten; … - In: International Journal of Biostatistics 4 (2008) 1, pp. 1082-1082

We consider a method for extending instrumental variables methods in order to estimate the overall effect of a … and a secondary treatment also influenced by the primary treatment. We demonstrate that, while instrumental variables … to estimate the overall effect of the primary treatment. However, instrumental variables methods may be used in …

Persistent link: https://www.econbiz.de/10005246590

Instrumental Variables vs. Grouping Approach for Reducing Bias Due to Measurement Error

Batistatou, Evridiki; McNamee, Roseanne - In: International Journal of Biostatistics 4 (2008) 1, pp. 1087-1087

Attenuation of the exposure-response relationship due to exposure measurement error is often encountered in epidemiology. Given that error cannot be totally eliminated, bias correction methods of analysis are needed. Many methods require more than one exposure measurement per person to be made,...

Persistent link: https://www.econbiz.de/10005246597

Understanding the Income Gradient in College Attendance in Mexico: The Role of Heterogeneity in Expected Returns to College

Kaufmann, Katja - Stanford Institute for Economic Policy Research … - 2008

Instrumental Variables approach of Heckman and Vytlacil to my model. I find that a sizeable fraction of poor individuals would …

Persistent link: https://www.econbiz.de/10009141767

Obesity and labor market outcomes in Denmark

Greve, Jane - In: Economics & Human Biology 6 (2008) 3, pp. 350-362

This paper analyzes the relationship between body mass index (BMI) and employment status and wages. The analysis uses a unique data set from a Danish panel survey from 1995 and 2000, combined with administrative registers, covering 8000 individuals. Results show a negative effect of BMI on...

Persistent link: https://www.econbiz.de/10005331513

Estimating Agglomeration Economies with History, Geology, and Worker Effects

Combes, Pierre-Philippe; Duranton, Gilles; Gobillon, Laurent - C.E.P.R. Discussion Papers - 2008

Does productivity increase with density? We revisit the issue using French wage and TFP data. To deal with the ‘endogenous quantity of labour’ bias (i.e., urban agglomeration is consequence of high local productivity rather than a cause), we take an instrumental variable approach and...

Persistent link: https://www.econbiz.de/10005114470

The Long Memory Autoregressive Distributed Lag Model and Its Application on Congressional Approval

Tsay, Wen-Jen - Institute of Economics, Academia Sinica - 2008

This paper considers the instrumental variables (IV) estimation of the autoregressive distributed lag (ADL) model …

Persistent link: https://www.econbiz.de/10008458459

Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors

DUFOUR, Jean-Marie; JASIAK, Joanna - Département de Sciences Économiques, Université de … - 1998

various models estimated by instrumental variables methods. The validity of the procedures is unaffected by the presence of …

Persistent link: https://www.econbiz.de/10005729892