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Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables

Hahn, Jinyong; Ridder, Geert - In: Journal of econometrics 200 (2017) 2, pp. 238-250

Persistent link: https://www.econbiz.de/10011917229

Instrumental Variable Estimation of Nonlinear Models with Nonclassical Measurement Error Using Control Variable

Hahn, Jinyong; Ridder, Geert - 2016

We consider nonlinear parametric models with an independent variable that is measured with error. The measurement error can be correlated with the true value, i.e., the measurement error is allowed to be nonclassical. We propose a control variable estimator for the parameters of interest. The...

Persistent link: https://www.econbiz.de/10014128439

A new specification test for the validity of instrumental variables

Hahn, Jinyong; Hausman, Jerry A. - 1999

Persistent link: https://www.econbiz.de/10001446996

Estimation of limited dependent variable models with dummy endogenous regressors : simple strategies for empirical practice

Angrist, Joshua D. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 1, pp. 2-16

Persistent link: https://www.econbiz.de/10001543421

Bias corrected instrumental variables estimation for dynamic panel models with fixed effects

Hahn, Jinyong (contributor); Hausman, Jerry A. (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001603054

Weak instruments : diagnosis and cures in empirical econometrics

Hahn, Jinyong; Hausman, Jerry A. - In: The American economic review 93 (2003) 2, pp. 118-125

Persistent link: https://www.econbiz.de/10001777041

A Monte Carlo comparison of various asymptotic approximations to the distribution of instrumental variables estimators

Hahn, Jinyong; Inoue, Atsushi - In: Econometric reviews 21 (2002) 3, pp. 309-336

Persistent link: https://www.econbiz.de/10001718757

A new specification test for the validity of instrumental variables

Hahn, Jinyong; Hausman, Jerry A. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 1, pp. 163-189

Persistent link: https://www.econbiz.de/10001648104

IV estimation with valid and invalid instruments

Hahn, Jinyong (contributor); Hausman, Jerry A. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002114570

A New Specification Test for the Validity of Instrumental Variables

Hahn, Jinyong; Hausman, Jerry A. - 2003

We develop a new specification test for the IV estimators adopting a particular second order approximation of Bekker (1994). The new specification test compares the difference of the forward (conventional) 2SLS estimator of the coefficient of the right hand side endogenous variable with the...

Persistent link: https://www.econbiz.de/10014175765