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Identification, instruments, omitted variables, and rudimentary models : fallacies in the "experimental approach" to econometrics

Biørn, Erik - 2017

Since identification, instrumental variables and variables exclusion, core concepts in econometrics, are entwined …, several questions arise: How is identification related to the existence of IVs? How are identification criteria related to …

Persistent link: https://www.econbiz.de/10011779245

Identification and method of moments estimation in polynomial measurement error models

Biørn, Erik - 2017

well as an instrument set for the former is considered. Procedures for identification, operating on moments up to a certain … latent regressor. Simple order-conditions are derived, and procedures involving recursive identification of the moments of … Method of Moments (GMM) algorithm involving the instruments and proceeding stepwise from the identification procedures, is …

Persistent link: https://www.econbiz.de/10011694188

Identification and method of moments estimation in polynomial measurement error models

Biørn, Erik - 2017

Persistent link: https://www.econbiz.de/10011636052

Avoiding the Pitfalls of Instrumental Variables Estimation with Few or Many Instruments

Murray, Michael P. - 2011

Instrumental variables estimation can, in principle, avoid biases that ordinary least squares estimation suffers when explanatory variables are correlated with the disturbances. Finding appropriate instruments is a challenge. Ten strategies for avoiding invalid instruments (those correlated with...

Persistent link: https://www.econbiz.de/10013122905

IV Quantile Regression for Group-Level Treatments, with an Application to the Effects of Trade on the Distribution of Wages

Chetverikov, Denis - 2013

We present a methodology for estimating the distributional effects of an endogenous treatment that varies at the group level when there are group-level unobservables, a quantile extension of Hausman and Taylor (1981). Standard quantile regression techniques are inconsistent in this setting, even...

Persistent link: https://www.econbiz.de/10013071528

Estimating causal effects with observational data guidelines for agricultural and applied economists

Henningsen, Arne; Low, Guy; Wuepper, David; Dalhaus, Tobias - 2024

observational data requires appropriate research designs and convincing identification strategies, which are usually very difficult … that results are interpreted as causal despite lacking a robust identification strategy, which has contributed to a … discuss the chosen identification strategies in their publications. …

Persistent link: https://www.econbiz.de/10015162983

Partial independence in nonseparable models

Masten, Matthew A.; Poirier, Alexandre - 2016

We analyze identification of nonseparable models under three kinds of exogeneity assumptions weaker than full …

Persistent link: https://www.econbiz.de/10011488374

Bounding program benefits when participation is misreported

Tommasi, Denni; Zhang, Lina - 2020

In empirical research, measuring correctly the benefits of welfare interventions is incredibly relevant for policymakers as well as academic researchers. Unfortunately, the endogenous program participation is often misreported in survey data and standard instrumental variable techniques are not...

Persistent link: https://www.econbiz.de/10012243324

Generalized instrumental variable models

Chesher, Andrew; Rosen, Adam M. - 2014

. We use tools from random set theory to study identification in such models and provide a sharp characterization of the …

Persistent link: https://www.econbiz.de/10010233585

Generalised instrumental variable models

Chesher, Andrew; Rosen, Adam M. - 2013

. We use tools from random set theory to study identification in such models and provide a sharp characterisation of the …

Persistent link: https://www.econbiz.de/10009788446