Search Results - subject:"weak instruments"

K-class instrumental variables quantile regression

Kaplan, David M.; Liu, Xin - 2021

Persistent link: https://www.econbiz.de/10012659072

Weak identification in discrete choice models

Frazier, David T.; Renault, Eric; Zhang, Lina; Zhao, Xueyan - 2021

Persistent link: https://www.econbiz.de/10012488038

A new perspective on weak instruments

Keane, Michael P.; Neal, Timothy - 2021

Persistent link: https://www.econbiz.de/10012616261

Taylor rule estimation by OLS

Carvalho, Carlos Viana de; Eusepi, Stefano; Mönch, Emanuel - 2021

Ordinary Least Squares (OLS) estimation of monetary policy rules produces potentially inconsistent estimates of policy parameters. The reason is that central banks react to variables, such as in ation and the output gap, which are endogenous to monetary policy shocks. Endogeneity implies a...

Persistent link: https://www.econbiz.de/10012604681

Identification-robust nonparametric inference in a linear IV model

Antoine, Bertille; Lavergne, Pascal - In: Journal of econometrics 235 (2023) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10014434375

Shock-based inference on the Phillips curve with the cost channel

Aragón, Edilean Kleber da Silva Bejarano; Galvão, Ana … - In: Economic modelling 126 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014462446

Instrument strength in IV estimation and inference : a guide to theory and practice

Keane, Michael P.; Neal, Timothy - In: Journal of econometrics 235 (2023) 2, pp. 1625-1653

Persistent link: https://www.econbiz.de/10014471419

Jackknife estimation of a cluster-sample IV regression model with many weak instruments

Chao, John C.; Swanson, Norman R.; Woutersen, Tiemen - In: Journal of econometrics 235 (2023) 2, pp. 1747-1769

Persistent link: https://www.econbiz.de/10014471426

Nonparametric estimation of triangular simultaneous equations models under weak identification

Han, Sukjin - In: Quantitative Economics 11 (2020) 1, pp. 161-202

This paper analyzes the problem of weak instruments on identification, estimation, and inference in a simple … which weak identification is established. Then nonparametric weak instruments are defined as a sequence of reduced …-form functions where the associated rank shrinks to zero. The problem of weak instruments is characterized as concurvity, which …

Persistent link: https://www.econbiz.de/10012215415

Nonparametric estimation of triangular simultaneous equations models under weak identification

Han, Sukjin - In: Quantitative economics : QE ; journal of the … 11 (2020) 1, pp. 161-202

This paper analyzes the problem of weak instruments on identification, estimation, and inference in a simple … which weak identification is established. Then nonparametric weak instruments are defined as a sequence of reduced …‐form functions where the associated rank shrinks to zero. The problem of weak instruments is characterized as concurvity, which …

Persistent link: https://www.econbiz.de/10012202234