Search Results - subject:"Instrumental variables."

A practical guide to shift-share instruments

Borusyak, Kirill; Hull, Peter; Jaravel, Xavier - 2024

A recent econometric literature shows two distinct paths for identification with shift-share instruments, leveraging either many exogenous shifts or exogenous shares. We present the core logic of both paths and practical takeaways via simple checklists. A variety of empirical settings illustrate...

Persistent link: https://www.econbiz.de/10015149582

Treatment effects with targeting instruments

Lee, Sokbae; Salanié, Bernard - 2024

Multivalued treatments are commonplace in applications. We explore the use of discrete-valued instruments to control for selection bias in this setting. Our discussion revolves around the concept of targeting: which instruments target which treatments. It allows us to establish conditions under...

Persistent link: https://www.econbiz.de/10015149594

Testing for endogeneity : a moment-based Bayesian approach

Chib, Siddhartha; Shin, Minchul; Simoni, Anna - 2024

Persistent link: https://www.econbiz.de/10015340165

The healthcare costs of increased body mass index-evidence from The Trøndelag Health Study

Edwards, Christina Hansen; Bjørngaard, Johan Håkon; … - 2024

Background Earlier studies have estimated the impact of increased body mass index (BMI) on healthcare costs. Various methods have been used to avoid potential biases and inconsistencies. Each of these methods measure different local effects and have different strengths and weaknesses. Methods In...

Persistent link: https://www.econbiz.de/10015358254

Instrumental variable method for regularized estimation in generalized linear measurement error models

Xue, Lin; Wang, Liqun - In: Econometrics : open access journal 12 (2024) 3, pp. 1-14

Regularized regression methods have attracted much attention in the literature, mainly due to its application in high-dimensional variable selection problems. Most existing regularization methods assume that the predictors are directly observed and precisely measured. It is well known that in a...

Persistent link: https://www.econbiz.de/10015133941

The diversity of income effects on mortality across regions in People's Republic of China : instrumental variable approach

Nagapetyana, Artur R.; Pavlovab, Tatiana I.; Li, Jun - In: Russian journal of economics 10 (2024) 4, pp. 385-412

, we modeled mortality rates based on the instrumental variables method and the generalized method of moments. The study …

Persistent link: https://www.econbiz.de/10015396291

Agglomeration effects and unemployment to work : evidence from French data

Duguet, Emmanuel; L'Horty, Yannick; Sari, Florent - In: Papers in regional science : the journal of the … 102 (2023) 1, pp. 129-166

Persistent link: https://www.econbiz.de/10014342333

A first-stage representation for instrumental variables quantile regression

Alejo, Javier; Galvao, Antonio Fialho <Jr.>; … - In: The econometrics journal 26 (2023) 3, pp. 350-377

Persistent link: https://www.econbiz.de/10014391689

Bias-corrected instrumental variable estimation in linear dynamic panel data models

Chen, Weihao; Čížek, Pavel - 2023

Persistent link: https://www.econbiz.de/10014427624

The Yule-Frisch-Waugh-Lovell theorem for linear instrumental variables estimation

Basu, Deepankar - 2023

linear instrumental variables estimation of a multiple regression model that is either exactly or overidentified. I show that … with linear instrumental variables estimation: (a) coefficients on endogenous variables are identical in full and partial … variables, estimation of the partial model uses the residualized version of the same set of instrumental variables, with …

Persistent link: https://www.econbiz.de/10014430876