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  • Search: subject:"optimal instruments"
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Year of publication
Subject
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optimal instruments 23 Theorie 8 Instrumental variables 7 Optimal Instruments 7 IV-Schätzung 6 Schätzung 6 Sparsity 6 Theory 6 Heteroscedasticity 5 Instrumental Variables 5 Schätztheorie 5 conditional moment restrictions 5 Data-Driven Penalty 4 Eminent Domain 4 Estimation 4 Estimation theory 4 GHK simulator 4 LASSO 4 Optimal instruments 4 Post-LASSO 4 generalized method of moments 4 heteroskedasticity 4 k-nearest neighbor estimation 4 moderate deviations for self-normalized sums 4 non-Gaussian errors 4 panel probit model 4 Breastfeeding 3 Econometrics 3 Method of moments 3 Mikroökonometrie 3 Momentenmethode 3 NKPC 3 Panel 3 Panel study 3 Regression analysis 3 Regressionsanalyse 3 cognitive and non-cognitive development 3 health 3 hospital support 3 inflation dynamics 3
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Online availability
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Free 21 Undetermined 6
Type of publication
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Book / Working Paper 29 Article 6
Type of publication (narrower categories)
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Working Paper 12 Arbeitspapier 6 Graue Literatur 6 Non-commercial literature 6 Article in journal 5 Aufsatz in Zeitschrift 5
Language
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English 26 Undetermined 8 French 1
Author
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Dufour, Jean-Marie 4 Inkmann, Joachim 4 Khalaf, Lynda 4 Kichian, Maral 4 Chernozhukov, Victor 3 Fitzsimons, Emla 3 Hansen, Christian Bailey 3 Scheufele, Rolf 3 Arellano, Manuel 2 Belloni, A. 2 Belloni, Alexandre 2 Boes, Stefan 2 Brown, Nicholas 2 Chen, D. 2 Chen, Daniel L. 2 Gautier, Eric 2 Tsybakov, Alexandre 2 Vera-Hernandez, Marcos 2 Wooldridge, Jeffrey M. 2 Chernozhukov, V. 1 Christensen, Bent Jesper 1 DUFOUR, Jean-Marie 1 Hansen, C. 1 Hayakawa, Kazuhiko 1 Jiang, Bin 1 KHALAF, Lynda 1 KICHIAN, Maral 1 Kim, Jun Sung 1 Li, Chuhui 1 MaCurdy, Thomas 1 Racicot, Francois-Éric 1 Reynaert, Mathias 1 Stewart, Kenneth G. 1 Sørensen, Michael 1 Théoret, Raymond 1 Vera-Hernández, Marcos 1 Verboven, Frank 1 Verdier, Valentin 1 Yang, Hee-Seung 1
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Institution
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C.E.P.R. Discussion Papers 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 1 Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1 Centro de Estudios Monetarios y Financieros (CEMFI) 1 Department of Economics, University of Victoria 1 Department of Quantitative Social Science, Institute of Education 1 Départment des sciences administratives, Université du Québec en Outaouais (UQO) 1 Econometric Society 1 Fachbereich Wirtschaftswissenschaften, Universität Konstanz 1 HAL 1 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 1 Institut für Wirtschaftsforschung Halle (IWH) 1 Institute of Economic Research, Hitotsubashi University 1 School of Economics and Management, University of Aarhus 1 Society for Computational Economics - SCE 1 Society for Economic Dynamics - SED 1
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Published in...
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IWH Discussion Papers 2 2004 Meeting Papers 1 Applied economics 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 CEPR Discussion Papers 1 CIRANO Working Papers 1 CREATES Research Papers 1 Cahiers de recherche 1 CoFE discussion papers 1 Computing in Economics and Finance 2004 1 Discussion Papers, Series II 1 Diskussionsbeiträge - Serie II 1 DoQSS Working Papers 1 Econometric Society 2004 North American Summer Meetings 1 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 1 Econometrics Working Papers 1 Handbook of econometrics : volume 6A 1 Hi-Stat Discussion Paper Series 1 IFS Working Papers 1 IFS working paper 1 Journal of econometric methods 1 Massachusetts Institute of Technology Department of Economics working paper series : working paper 1 Queen's Economics Department working paper 1 Queen’s Economics Department Working Paper 1 RePAd Working Paper Series 1 Research in economics : an international review of economics 1 SOI - Working Papers 1 The North American journal of economics and finance : a journal of financial economics studies 1 Working Paper 1 Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1 Working Papers / Centro de Estudios Monetarios y Financieros (CEMFI) 1 Working Papers / HAL 1 cemmap working paper 1
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Source
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RePEc 17 ECONIS (ZBW) 12 EconStor 6
Showing 1 - 10 of 35
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More efficient estimation of multiplicative panel data models in the presence of serial correlation
Brown, Nicholas; Wooldridge, Jeffrey M. - 2023
, overdispersion, and general patterns of serial correlation. Because parameters in the optimal instruments must be estimated, we argue …
Persistent link: https://www.econbiz.de/10014451084
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More efficient estimation of multiplicative panel data models in the presence of serial correlation
Brown, Nicholas; Wooldridge, Jeffrey M. - 2023
, overdispersion, and general patterns of serial correlation. Because parameters in the optimal instruments must be estimated, we argue …
Persistent link: https://www.econbiz.de/10013556880
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Returns to women's education using optimal IV selection
Kim, Jun Sung; Jiang, Bin; Li, Chuhui; Yang, Hee-Seung - In: Applied economics 51 (2019) 8, pp. 815-830
Persistent link: https://www.econbiz.de/10012196477
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Food for Thought? Breastfeeding and Child Development
Fitzsimons, Emla; Vera-Hernández, Marcos - Department of Quantitative Social Science, Institute of … - 2014
We show that children who are born at the weekend or just before are less likely to be breastfed, owing to poorer breastfeeding support services at weekends. We use this variation to estimate the effect of breastfeeding on children’s development for a sample of uncomplicated births from...
Persistent link: https://www.econbiz.de/10011132451
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High-dimensional instrumental variables regression and confidence sets
Gautier, Eric; Tsybakov, Alexandre - HAL - 2014
We propose an instrumental variables method for inference in high-dimensional structural equations with endogenous regressors. The number of regressors K can be much larger than the sample size. A key ingredient is sparsity, i.e., the vector of coefficients has many zeros, or approximate...
Persistent link: https://www.econbiz.de/10009021745
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Food for thought? Breastfeeding and child development
Fitzsimons, Emla; Vera-Hernandez, Marcos - 2013
We show that children who are born at the weekend or just before are less likely to be breastfed, owing to poorer breastfeeding support services at weekends. We use this variation to estimate the effect of breastfeeding on children's development for a sample of uncomplicated births from low...
Persistent link: https://www.econbiz.de/10010331031
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Local semi-parametric efficiency of the poisson fixed effects estimator
Verdier, Valentin - In: Journal of econometric methods 7 (2018) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10011945861
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The Optimal Construction of Instruments in Nonlinear Regression: Implications for GMM Inference
Stewart, Kenneth G. - Department of Economics, University of Victoria - 2011
Interpreted as an instrumental variables estimator, nonlinear least squares constructs its instruments optimally from the explanatory variables using the nonlinear specification of the regression function. This has implications for the use of GMM estimators in nonlinear regression models,...
Persistent link: https://www.econbiz.de/10009004105
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Sparse models and methods for optimal instruments with an application to eminent domain
Belloni, Alexandre; Chen, Daniel L.; Chernozhukov, Victor; … - 2011
Persistent link: https://www.econbiz.de/10009271127
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Modelling optimal instrumental variables for dynamic panel data models
Arellano, Manuel - In: Research in economics : an international review of economics 70 (2016) 2, pp. 238-261
Persistent link: https://www.econbiz.de/10011631137
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