Using examples drawn from two important papers in the recent literature on weak instruments, we demonstrate how observed experimental outcomes can be pro- foundly inuenced by the dierent conceptual frameworks underlying two exper- imental designs commonly employed when simulating simultaneous...

Poskitt and Skeels (2005) provide a new approximation to the sampling distribution of the IV estimator in a simultaneous equations model, the approximation is appropriate when the concentration parameter associated with the reduced form model is small. We present approximations to the sampling...

focus on the ability of the instrument set to predict a single endogenous regressor, even if there is more than one endogenous regressor in the equation of interest. We propose new measures of instrument relevance in the presence of multiple endogenous regressors, taking both univariate and...

By using a semiparametric specification, we examine the impact of urban concentration in economic growth on different groups of countries that we classify according to a geographical criterion or according to their level of development. Facing a significant proportion of missing data, we handle...

We consider the general issue of estimating a nonparametric function x from the inverse problem r = Tx given estimates of the function r and of the linear transform T. Two typical examples include the estimation of a probability density function fromdata contaminated by a noise whose...

The nonparametric estimation of a regression function x from conditional moment restrictions involving instrumental variables is considered. The rate of convergence of penalized estimators is studied in the case where x is not identified from the conditional moment restriction. We also study the...

We consider the semiparametric regression X t +(Z) where and (r and function, and where the variables (X, Z) are endogeneous. We propose necessary and sufficient conditions for the identification of the parameters in the presence of instrumental variables. We also focus on the estimation of . An...

We consider the nonparametric regression model with an additive error that is correlated with the explanatory variables. We suppose the existence of instrumental variables that are considered in this model for the identification and the estimation of the regression function. The nonparametric...

We provide a ranking of economics departments in Europe and we discuss the methodsused to obtain it. The JEL CD-ROM serves as a database for a period covering 10years. Journals are ranked using a combination of expert opinions and citation data toproduce a scale from 1 to 10. The publication...