This paper reports the results of an extensive investigation into the use of the jackknife as a method of estimation in stationary autoregressive models. In addition to providing some general theoretical results concerning jackknife methods it is shown that a method based on the use of...

This paper analyses the properties of jackknife estimators of the first-order autoregressive coefficient when the time series of interest contains a unit root. It is shown that, when the sub-samples do not overlap, the sub-sample estimators have different limiting distributions from the...

This paper gives a relatively simple, well behaved solution to the problem of many instruments in heteroskedastic data. Such settings are common in microeconometric applications where many instruments are used to improve efficiency and allowance for heteroskedasticity is generally important. The...

Height has long been recognised as associated with better outcomes: the question is whether this association is causal. We use children’s genetic variants as instrumental variables (IV) to deal with possible unobserved confounders and examine the effect of child and adolescent height on a wide...

While the science of program evaluation has come a tremendous distance in the past couple of decades, measurement error remains a serious concern and its implications are often poorly understood by both data collectors and data analysts. The primary aim here is to offer a type of...

While the science of program evaluation has come a tremendous distance in the past couple of decades, measurement error remains a serious concern and its implications are often poorly understood by both data collectors and data analysts. The primary aim here is to offer a type of...