Search Results - subject:"Instrumental variables."

Nonparametric IV estimation of local average treatment effects with covariates

Froelich, Markus - School of Economics and Political Science, Universität … - 2002

In this paper nonparametric instrumental variable estimation of local average treatment effects (LATE) is extended to incorporate confounding covariates. Estimation of local average treatment effects is appealing since their identification relies on much weaker assumptions than the...

Persistent link: https://www.econbiz.de/10005453938

Instrumental Variable Estimation for Duration Data: A Reappraisal of the Illinois Reemployment Bonus Experiment

Bijwaard, G.E. - EconWPA - 2002

We propose an Instrumental Variable method for Generalised Accelerated Failure Time (GAFT) models that adjust for possible endogeneity of the intervention of interest, without suffering the problems of the intention-to-treat method. We develop an estimatiom procedure that collapses to the linear...

Persistent link: https://www.econbiz.de/10005062568

Class-Size Effects in School Systems Around the World: Evidence from Between-Grade Variation in TIMSS

Wößmann, Ludger; West, Martin R. - Institut für Weltwirtschaft (IfW) - 2002

We employ a combination of school fixed effects and IV estimation to estimate the effect of class size on student performance in 18 countries. Using the random part of the class-size variation between two adjacent grades within individual schools allows us to identify causal class-size effects....

Persistent link: https://www.econbiz.de/10005755287

Class-Size Effects in School Systems Around the World: Evidence from Between-Grade Variation in TIMSS

Woessmann, Ludger; West, Martin R. - Institute for the Study of Labor (IZA) - 2002

instrumental variables to identify random class-size variation between two adjacent grades within individual schools. Conventional …

Persistent link: https://www.econbiz.de/10005822384

Nonparametric IV Estimation of Local Average Treatment Effects with Covariates

Frölich, Markus - Institute for the Study of Labor (IZA) - 2002

Persistent link: https://www.econbiz.de/10005566385

Subsidies as an instrument of distribution

Andel, Norbert - In: Subventions, avantages fiscaux et prix : proceedings of …, (pp. 277-286). 1981

Persistent link: https://www.econbiz.de/10001826601

Factor Analysis by instrumental variables methods : least squares justification and standard errors

Haegglund, G. - 1981

Persistent link: https://www.econbiz.de/10000019479

Instrumental variables interpretations of FIML and nonlinear FIML

Calzolari, Giorgio; Sampoli, Letizia - Volkswirtschaftliche Fakultät, … - 1989

information instrumental variables, the intuitive textbook-type interpretation of the efficient instruments is not necessarily …FIML estimates of a simultaneous equation econometric model can be obtained by iterating to convergence an instrumental … variables formula that is perfectly consistent with the intuitive textbook-type interpretation of efficient instruments …

Persistent link: https://www.econbiz.de/10008873559

Simultaneous Equations with Covariance Restrictions

Rothenberg, Thomas J.; Ruud, Paul A. - Institute of Business and Economic Research (IBER), … - 1989

Persistent link: https://www.econbiz.de/10010677772

RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES

Iwata, Shigeru - In: Econometric Reviews 20 (2001) 3, pp. 319-335

Since Durbin (1954) and Sargan (1958), instrumental variable (IV) method has long been one of the most popular procedures among economists and other social scientists to handle linear models with errors-in-variables. A direct application of this method to nonlinear errors-in-variables models,...

Persistent link: https://www.econbiz.de/10005511977