Search Results - subject:"Instrumental Variables."

Omitted variable bias : examining management research with the impact threshold of a confounding variable (ITCH)

Busenbark, John R.; Yoon, Hyunjung; Gamache, Daniel L.; … - In: Journal of management 48 (2022) 1, pp. 17-48

Persistent link: https://www.econbiz.de/10012794953

Quasi-experimental shift-share research designs

Borusyak, Kirill; Hull, Peter; Jaravel, Xavier - In: The review of economic studies : RES 89 (2022) 1, pp. 181-213

Persistent link: https://www.econbiz.de/10012799335

Testing independence between exogenous variables and unobserved errors

Li, Shuo; Peng, Liuhua; Tu, Yundong - In: Econometric reviews 41 (2022) 7, pp. 697-728

Persistent link: https://www.econbiz.de/10013364903

Instrumental variable identification of dynamic variance decompositions

Plagborg-Møller, Mikkel; Wolf, Christian - In: Journal of political economy 130 (2022) 8, pp. 2164-2202

Persistent link: https://www.econbiz.de/10013367447

An instrumental variable forest approach for detecting heterogeneous treatment effects in observational studies

Wang, Guihua; Li, Jun; Hopp, Wallace J. - In: Management science : journal of the Institute for … 68 (2022) 5, pp. 3399-3418

Persistent link: https://www.econbiz.de/10013368663

Consistency without inference : instrumental variables in practical application

Young, Alwyn - In: European economic review : EER 147 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013348979

Feature screening in high dimensional regression with endogenous covariates

Hu, Qinqin; Lin, Lu - In: Computational economics 60 (2022) 3, pp. 949-969

Persistent link: https://www.econbiz.de/10013380855

Comparison of local projection estimators for proxy vector autoregressions

Bruns, Martin; Lütkepohl, Helmut - In: Journal of economic dynamics & control 134 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013384782

Local Projections vs. VARs : Lessons From Thousands of DGPs

Li, Dake; Plagborg-Møller, Mikkel; Wolf, Christian - National Bureau of Economic Research - 2022

We conduct a simulation study of Local Projection (LP) and Vector Autoregression (VAR) estimators of structural impulse responses across thousands of data generating processes, designed to mimic the properties of the universe of U.S. macroeconomic data. Our analysis considers various...

Persistent link: https://www.econbiz.de/10013334425

Simple Tests for Selection : Learning More from Instrumental Variables

Black, Dan A.; Joo, Joonhwi; LaLonde, Robert John; … - National Bureau of Economic Research - 2022

, and we link it to broader discussions regarding instrumental variables. We illustrate the substantive value added by our …

Persistent link: https://www.econbiz.de/10013334508