Search Results - subject:"Invalid instruments"

Pairwise valid instruments

Sun, Zhenting; Wüthrich, Kaspar - 2023

Persistent link: https://www.econbiz.de/10015053823

The confidence interval method for selecting valid instrumental variables

Windmeijer, Frank; Liang, Xiaoran; Hartwig, Fernando P.; … - 2019

Persistent link: https://www.econbiz.de/10012111975

Identification of treatment effects with mismeasured imperfect instruments

Kedagni, Desire - 2019

Persistent link: https://www.econbiz.de/10012062717

Higher order approximation of IV estimators with invalid instruments

Kang, Byunghoon - 2019

Persistent link: https://www.econbiz.de/10012183784

On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments

Windmeijer, Frank; Farbmacher, Helmut; Davies, Neil; … - 2017

We investigate the behaviour of the Lasso for selecting invalid instruments in linear instrumental variables models for … American Statistical Association). Invalid instruments are such that they fail the exclusion restriction and enter the model as … explanatory variables. We show that for this setup, the Lasso may not select all invalid instruments in large samples if they are …

Persistent link: https://www.econbiz.de/10011712709

On the use of the lasso for instrumental variables estimation with some invalid instruments

Windmeijer, Frank; Farbmacher, Helmut; Davies, Neil; … - 2016

Persistent link: https://www.econbiz.de/10011488328

Testing the impossible : identifying exclusion restrictions

Kiviet, J. F. - 2016 - Version of 29 December 2016

Persistent link: https://www.econbiz.de/10011596919

On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous

KIVIET, Jan F.; NIEMCZYK, Jerzy - Division of Economics, Nanyang Technological University - 2013

- mental than instrument invalidity. Also, IV estimators obtained from strong but possibly invalid instruments are usually much …

Persistent link: https://www.econbiz.de/10010732404

Sensitivity Analysis For Inference In 2SLS Estimation With Possibly-Flawes Instruments

Ashley, Richard A.; Parmeter, Christopher F. - Department of Economics, Virginia Polytechnic Institute … - 2013

Credible inference requires attention to the possible fragility of the results (p-values for key hypothesis tests) to flaws in the model assumptions, notably including the validity of the instruments used. Past sensitivity analysis has mainly consisted of experimentation with alternative model...

Persistent link: https://www.econbiz.de/10010901394

Sensitivity Analysis of Inference in GMM Estimation With Possibly-Flawed Moment Conditions

Ashley, Richard A.; Parmeter, Christopher F. - Department of Economics, Virginia Polytechnic Institute … - 2013

Credible inference requires attention to the possible fragility of the results (p-values for key hypothesis tests) to flaws in the model assumptions, notably including the validity of any instruments used. Past sensitivity analysis has mainly consisted of experimentation with alternative model...

Persistent link: https://www.econbiz.de/10010778620