Search Results

Nonparametric instrumental regression with errors in variables,
Karun Adusumilli and Taisuke Otsu, from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2015)
Keywords: Nonparametric instrumental variable regression, measurement error, inverse problem, deconvolution, measurement error

Evaluating local average and quantile treatment effects under endogeneity based on instruments: a review,
Martin Huber and Kaspar Wüthrich, from Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland (2017)
Keywords: instrument; LATE; treatment effects; selection on unobservables

Bounds with Imperfect Instruments: Leveraging the Implicit Assumption of Intransitivity in Correlations,
Nathan Wiseman and Todd Sorensen, from Institute of Labor Economics (IZA) (2017)
Keywords: instrumental variables, bounding, partial identification, transitivity in correlations

Nonparametric Instrumental Variable Estimation,
Jeremy Rubin, in Journal of Economics and Econometrics (2014)
Keywords: Nonparametric methods, instrumental variables.

Ill-Posed Inverse Problems in Economics,
Joel L. Horowitz, in Annual Review of Economics (2014)
Keywords: regularization, nonparametric estimation, density estimation, deconvolution, nonparametric instrumental variables, Fredholm equation

Estimating Causal Effects in Binary Response Models with Binary Endogenous Explanatory Variables - A Comparison of Possible Estimators,
Manuel Denzer, from Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz (2019)
Keywords: Binary choice, Binomial response, Binary Endogenous Explanatory Variable, Average Structural Function

Large sample properties of an IV estimator based on the Ahn and Schmidt moment conditions,
Andrew Adrian Yu Pua, Markus Fritsch and Joachim Schnurbus, from University of Passau, Faculty of Business and Economics (2019)
Keywords: panel data, linear dynamic model, quadratic moment conditions, instrumental variables, large sample properties

L2-Boosting for Economic Applications,
Ye Luo and Martin Spindler, from Verein für Socialpolitik / German Economic Association (2017)

Iterative algorithm for non parametric estimation of the instrumental variables quantiles,
Frédérique Feve and Jean-Pierre Florens, in Economics Letters (2014)
Keywords: Ill-posed integral equation; Landweber iteration; IV quantile; Kernel smoothing;

Instrument selection for estimation of a forward-looking Phillips Curve,
Tiago Berriel, Marcelo Medeiros and Marcelo J. Sena, in Economics Letters (2016)
Keywords: Instruments; Model selection; Shrinkage;

Instrumental variable estimation in functional linear models,
Jean-Pierre Florens and Sébastien Van Bellegem, in Journal of Econometrics (2015)
Keywords: High dimensional model; Penalized least squares; Instrumental variable; Functional data; Fertility rate; Growth;

Nonparametric identification and estimation of transformation models,
Pierre-André Chiappori, Ivana Komunjer and Dennis Kristensen, in Journal of Econometrics (2015)
Keywords: Nonparametric identification; Transformation models; Endogeneity; Special regressor; Kernel estimation;

On the structure of IV estimands,
Isaiah Andrews, in Journal of Econometrics (2019)
Keywords: Instrumental variables; Misspecification;

An econometric approach to the estimation of multi-level models,
Yimin Yang and Peter Schmidt, in Journal of Econometrics (2021)
Keywords: Panel data; Hierarchical model; Multi-level model; Hausman and Taylor; Exogeneity tests;

Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models,
Joel L. Horowitz, in Journal of Econometrics (2021)
Keywords: Instrumental variables; Normal approximation; Finite-sample bounds;

Nonparametric regression with selectively missing covariates,
Christoph Breunig and Peter Haan, in Journal of Econometrics (2021)
Keywords: Selection model; Instrumental variables; Fractional probability weighting; Nonparametric identification; Partial completeness; Incomplete data; Series estimation; Income distribution; Health; Housing;

Identifying causal effects in experiments with spillovers and non-compliance,
Francis J. DiTraglia, Camilo García-Jimeno, O’Keeffe-O’Donovan, Rossa and Alejandro Sánchez-Becerra, in Journal of Econometrics (2023)
Keywords: Spillovers; Non-compliance; Randomized saturation; Treatment effects;

Local quantile treatment effects,
Blaise Melly, from Universitaet Bern, Departement Volkswirtschaft (2016)
Keywords: instrumental variables; local quantile treatment effects; monotonicity; compliers

Analysis of interactive fixed effects dynamic linear panel regression with measurement error,
Nayoung Lee, Hyungsik Moon and Martin Weidner, in Economics Letters (2012)
Keywords: Dynamic panel; Interactive fixed effects; Measurement error; LS-MD estimation;

Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables,
Jinyong Hahn and Geert Ridder, in Journal of Econometrics (2017)
Keywords: Measurement error; Endogenous regressor; Control variables; Semi-parametric estimation; Influence function;

Efficiency comparison of random effects two stage least squares estimators,
Chirok Han, in Economics Letters (2016)
Keywords: Panel data; Random effects; Two stage least squares; EC2SLS; G2SLS; Efficiency;

A closed-form estimator for quantile treatment effects with endogeneity,
Kaspar Wüthrich, in Journal of Econometrics (2019)
Keywords: Instrumental variables; Conditional and unconditional quantile treatment effects; Distribution regression; Exchangeable bootstrap;

Efficient size correct subset inference in homoskedastic linear instrumental variables regression,
Frank Kleibergen, in Journal of Econometrics (2021)
Keywords: Weak instruments; Subset testing; Identification; Conditional inference; Discriminatory power; Asymptotic size;

Leverage and covariance matrix estimation in finite-sample IV regressions,
Andreas Steinhauer and Tobias Wuergler, from Institute for Empirical Research in Economics - University of Zurich (2010)
Keywords: Two stage least squares, leverage, influence, heteroskedasticity-consistent covariance matrix estimation

A test for Kronecker Product Structure covariance matrix,
Patrik Guggenberger, Frank Kleibergen and Sophocles Mavroeidis, in Journal of Econometrics (2023)
Keywords: Covariance matrix; Heteroskedasticity; Invariance; Kronecker product structure; Linear instrumental variables regression model; Reduced rank; Weak identification;

Quantile Models with Endogeneity,
Victor Chernozhukov and Christian Hansen, in Annual Review of Economics (2013)
Keywords: identification, treatment effects, structural models, instrumental variables

Continuous knapsack sets with divisible capacities,
Laurence Wolsey, Hand Yaman and ,, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2013)
Keywords: continuous knapsack set, splittable flow arec set, divisible capacities, partition inequalities, convex hull

The continuous knapsack set,
Sanjeeb Dash, Oktay Günlük and Laurence A. Wolsey, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2014)
Keywords: continuous knapsack set, single arc flow set, convex hull, facet coefficients

Instrumental variable estimation in functional linear models,
Sébastien Van Bellegem and Jean-Pierre Florens, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2014)
Keywords: inventory routing, valid inequalities, cutting planes

Consistent estimation of linear panel data models with measurement error,
Erik Meijer, Laura Spierdijk and Tom Wansbeek, in Journal of Econometrics (2017)
Keywords: Measurement error; Panel data; Third moments; Heteroskedasticity; GMM;

Viewpoint: Comparing features of convenient estimators for binary choice models with endogenous regressors,
Arthur Lewbel, Yingying Dong and Thomas Tao Yang, in Canadian Journal of Economics (2012)

Relaxing conditions for local average treatment effect in fuzzy regression discontinuity,
Jin-Young Choi and Myoung-jae Lee, in Economics Letters (2018)
Keywords: Fuzzy regression discontinuity; Local average treatment effect; Monotonicity condition; Moment continuity;

Valid t-Ratio Inference for IV,
David S. Lee, Justin McCrary, Marcelo Moreira and Jack Porter, in American Economic Review (2022)

IV estimation of panels with factor residuals,
Donald Robertson and Vasilis Sarafidis, in Journal of Econometrics (2015)
Keywords: Generalised method of moments; Dynamic panel data; Factor residuals;

Bootstrap Inference for Partially Linear Model with Many Regressors,
Wenjie Wang, from University Library of Munich, Germany (2021)
Keywords: Bootstrap approximation, Partially linear model, Many regressors asymptotics

Bootstrap inference for instrumental variable models with many weak instruments,
Wenjie Wang and Maximilien Kaffo, in Journal of Econometrics (2016)
Keywords: Bootstrap; Many instruments; Weak instruments; LIML; FULL; Corrected standard error;

Sensitivity checks for the local average treatment effect,
Martin Huber, in Economics Letters (2014)
Keywords: Instrumental variable; Treatment effects; LATE; Sensitivity analysis;

On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference,
Nicolas Van de Sijpe and Frank Windmeijer, in Journal of Econometrics (2023)
Keywords: Instrumental variables; Weak-instrument robust inference; Conditional likelihood ratio test; Power;

Nonparametric estimation in case of endogenous selection,
Christoph Breunig, Enno Mammen and Anna Simoni, from Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2015)
Keywords: endogenous selection, instrumental variable, sieve minimum distance, regression estimation, convergence rate, asymptotic normality, hypothesis testing, inverse problem

Nonparametric estimation in case of endogenous selection,
Christoph Breunig, Enno Mammen and Anna Simoni, in Journal of Econometrics (2018)
Keywords: Endogenous selection; Instrumental variable; Sieve minimum distance; Regression estimation; Inverse problem; Inverse probability weighting; Convergence rate; Asymptotic normality; Bootstrap uniform confidence bands;

Bias in instrumental-variable estimators of fixed-effect models for count data,
Koen Jochmans, in Economics Letters (2022)
Keywords: Count data; Bias; Fixed effects; Inconsistency; Instrumental variable; Multiplicative-error model; Poisson;

Identification of additive and polynomial models of mismeasured regressors without instruments,
Dan Ben-Moshe, D’Haultfœuille, Xavier and Arthur Lewbel, in Journal of Econometrics (2017)
Keywords: Nonparametric; Semiparametric; Measurement error; Additive regression; Polynomial regression; Identification;

Using instrumental variables to establish causality,
Sascha Becker, in IZA World of Labor (2016)
Keywords: natural experiments, quasi-natural experiments, treatment effects, local average treatment effect, omitted variable bias, reverse causality

Using instrumental variables to establish causality,
Grigory Aleksin and Sascha Becker, in IZA World of Labor
Keywords: natural experiments, quasi-natural experiments, treatment effects, local average treatment effect, omitted variable bias, reverse causality

A hierarchical panel data stochastic frontier model for the estimation of stochastic metafrontiers,
Christine Amsler, Yi Yi Chen, Peter Schmidt and Hung Jen Wang, in Empirical Economics (2021)
Keywords: Stochastic frontier, Panel data, Hierarchical model, Metafrontier, Inefficiency

Kernel-based time-varying IV estimation: handle with care,
Riccardo (Jack) Lucchetti and Francesco Valentini, in Empirical Economics (2023)
Keywords: Instrumental variables, Time-varying parameters, Hausman test, Phillips curve

k-Class instrumental variables quantile regression,
David Kaplan and Xin Liu, in Empirical Economics (2024)
Keywords: Bias, Weak instruments, k-Class, Instrumental variables quantile regression

Endogeneity bias modeling using observables,
Antonio Galvao, Gabriel Montes-Rojas and Suyong Song, in Economics Letters (2017)
Keywords: Endogeneity; Instrumental variables; Proxy variables;

Pre-event Trends in the Panel Event-study Design,
Simon Freyaldenhoven, Christian Hansen and Jesse Shapiro, from National Bureau of Economic Research, Inc (2018)

Estimating the Effect of Treatments Allocated by Randomized Waiting Lists,
Clément de Chaisemartin and Luc Behaghel, from National Bureau of Economic Research, Inc (2019)

Correcting for Misclassified Binary Regressors Using Instrumental Variables,
Steven Haider and Melvin Stephens, from National Bureau of Economic Research, Inc (2020)

On Recoding Ordered Treatments as Binary Indicators,
Evan K. Rose and Yotam Shem-Tov, from National Bureau of Economic Research, Inc (2024)

Non-asymptotic inference in instrumental variables estimation,
Joel L. Horowitz, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018)
Keywords: Weak instruments, normal approximation, finite-sample bounds

Non-asymptotic inference in instrumental variables estimation,
Joel L. Horowitz, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
Keywords: Weak instruments, normal approximation, finite-sample bounds

A weighted average limited information maximum likelihood estimator,
Muhammad Qasim, in Statistical Papers (2024)
Keywords: Endogeneity, Instrumental variables, LIML, 2SLS, Shrinkage estimator, Stein estimation, Many weak instruments

The Finite Sample Performance of Instrumental Variable-Based Estimators of the Local Average Treatment Effect When Controlling for Covariates,
Hugo Bodory, Martin Huber and Michael Lechner, in Computational Economics (2024)
Keywords: Instrumental variables, Local average treatment effects, Empirical Monte Carlo study

Consistent Estimation of Linear Panel Data Models with Measurement Error,
Erik Meijer, Laura Spierdijk and Tom J. Wansbeek, from CESifo (2015)
Keywords: measurement error, panel data, third moments, heteroskedasticity, GMM

Doubly Robust Estimation of Local Average Treatment Effects Using Inverse Probability Weighted Regression Adjustment,
Tymon Słoczyński, S. Derya Uysal, Jeffrey Wooldridge and Derya Uysal, from CESifo (2022)
Keywords: double robustness, instrumental variables, local average treatment effects, one-sided noncompliance

Abadie's Kappa and Weighting Estimators of the Local Average Treatment Effect,
Tymon Słoczyński, S. Derya Uysal, Jeffrey Wooldridge and Derya Uysal, from CESifo (2022)
Keywords: instrumental variables, local average treatment effects, one-sided noncompliance, weighting

Conditional Quantile Estimators: A Small Sample Theory,
Grigory Franguridi, Bulat Gafarov and Kaspar Wüthrich, from CESifo (2021)
Keywords: non-smooth estimators, KMT coupling, Hungarian construction, higher-order asymptotic distribution, higher-order stochastic expansion, order statistic, bias correction, mixed integer linear programming (MILP), exact estimators, k-step estimators, quantile

Late again, whithout Monotonicity,
Clément de Chaisemartin, from Center for Research in Economics and Statistics (2012)
Keywords: local average treatment effect, instrumental variable, monotonicity, local monotonicity, defiers

Jackknife Lagrange multiplier test with many weak instruments,
Yukitoshi Matsushita and Taisuke Otsu, from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2020)
Keywords: many instruments, weak instruments, Lagrange multiplier test, jackknife

Second-order refinements for t-ratios with many instruments,
Yukitoshi Matsushita and Taisuke Otsu, from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2020)
Keywords: simultaneous equation, many instrumental variables, higher order expansion

IV Estimation of Panels with Factor Residuals,
Donald Robertson and Vasilis Sarafidis, from Faculty of Economics, University of Cambridge (2013)
Keywords: Generalised Method of Moments, Dynamic Panel Data, Factor Residuals.

Uniformly Consistent Estimation of Linear Regression Models with Strictly Exogenous Instruments,
Juan Carlos Escanciano, from Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2015)
Keywords: Identification; Instrumental variables; Weak instruments; Efficient IV; Intertemporal elasticity of substitution

A Simple and Robust Estimator for Linear Regression Models with Strictly Exogenous Instruments,
Juan Carlos Escanciano, from Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2016)
Keywords: Uniform identification; Instrumental variables; Weak instruments; Uniform inference; Intertemporal elasticity of substitution

Automatic Portmanteau Tests with Applications to Market Risk Management,
Zaichao Du, Juan Carlos Escanciano and Guangwei Zhu, from Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2017)
Keywords: Autocorrelation; consistency; power; Akaike's AIC; Schwarz's BIC; Market Risk

A Simple Estimator for Binary Choice Models With Endogenous Regressors,
Yingying Dong and Arthur Lewbel, from Boston College Department of Economics (2012)
Keywords: Binary choice, Binomial response, Endogeneity, Measurement error, Heteroskedasticity, Discrete endogenous regressor, Censored regressor, Random coefficients, Identification, Latent variable model.

Comparing Features of Convenient Estimators for Binary Choice Models With Endogenous Regressors,
Yingying Dong, Arthur Lewbel and Thomas Tao Yang, from Boston College Department of Economics (2012)
Keywords: Binary choice, Binomial Response, Endogeneity, Measurement Error, Heteroskedasticity, discrete endogenous, censored, random coefficients, Identification, Latent Variable Model.

A Simple Estimator for Binary Choice Models with Endogenous Regressors,
Yingying Dong and Arthur Lewbel, from Boston College Department of Economics (2012)
Keywords: Binary choice, Binomial Response, Endogeneity, Measurement Error, Heteroskedasticity, discrete endogenous, censored, random coefficients, Identification, Latent Variable Model.

Least Square Linear Prediction with Two-Sample Data,
David Pacini, from School of Economics, University of Bristol, UK (2012)
Keywords: Network Identification; Least Square Linear Prediction; Two samples

Design-Based Identification with Formula Instruments: A Review,
Kirill Borusyak, Peter Hull and Xavier Jaravel, from National Bureau of Economic Research, Inc (2023)

Negative Weights are No Concern in Design-Based Specifications,
Kirill Borusyak and Peter Hull, from National Bureau of Economic Research, Inc (2024)

Negative Weights Are No Concern in Design-Based Specifications,
Kirill Borusyak and Peter Hull, in AEA Papers and Proceedings (2024)

Simple Estimators for Binary Choice Models with Endogenous Regressors,
Yingying Dong and Arthur Lewbel, from University of California-Irvine, Department of Economics (2012)
Keywords: Binary choice; Binomial response; Endogeneity; Measurement error; Heteroskedasticity; Discrete endogenous regressor; Censored regressor; Random coefficients; Identification; Latent variable model

Abadie's Kappa and Weighting Estimators of the Local Average Treatment Effect,
Tymon Słoczyński, Selver Uysal and Jeffrey Wooldridge, from Institute of Labor Economics (IZA) (2022)
Keywords: instrumental variables, local average treatment effects, one-sided noncompliance, weighting

Doubly Robust Estimation of Local Average Treatment Effects Using Inverse Probability Weighted Regression Adjustment,
Tymon Słoczyński, Selver Uysal and Jeffrey Wooldridge, from Institute of Labor Economics (IZA) (2022)
Keywords: double robustness, instrumental variables, local average treatment effects, one-sided noncompliance

Correcting for Misclassied Binary Regressors Using Instrumental Variables,
Steven Haider and Melvin Stephens, from Institute of Labor Economics (IZA) (2020)
Keywords: instrumental variables, measurement error, misclassification

Pre-event Trends in the Panel Event-Study Design,
Simon Freyaldenhoven, Christian Hansen and Jesse Shapiro, in American Economic Review (2019)

Pre-event Trends in the Panel Event-study Design,
Simon Freyaldenhoven, Christian Hansen and Jesse Shapiro, from Federal Reserve Bank of Philadelphia (2019)
Keywords: pre-trends; event study; differences-in-differences

A new criterion for selecting valid instruments,
Ratbek Dzhumashev and Ainura Tursunalieva, from Monash University, Department of Economics (2019)
Keywords: two-stage least squeare estimation, instrumental variable, vailidty test

Many (Weak) Judges in Judge-Leniency Designs,
Koen Jochmans, from Toulouse School of Economics (TSE) (2023)
Keywords: bias; examiner design; fixed effects; inference; jackknife; weak instruments

Bias In Instrumental-Variable Estimators Of Fixed-Effect Models For Count Data,
Koen Jochmans, from Toulouse School of Economics (TSE) (2021)
Keywords: Count data; Bias; Fixed effects; Inconsistency; Instrumental variable;; Multiplicative-error model; Poisson.

Is completeness necessary? Estimation in nonidentified linear models,
Andrii Babii and Jean-Pierre Florens, from Toulouse School of Economics (TSE) (2020)
Keywords: nonidentified linear models; weak identification; nonparametric IV regression; functional linear IV regression; Tikhonov regularization.

Estimation in an Instrumental Variables Model With Treatment Effect Heterogeneity,
Michal Kolesár, from Princeton University. Economics Department. (2013)
Keywords: Instrumental Variables, Local Average Treatment Effects, Limited Information Maximum Likelihood, Jackknife

On the Power Curves of the Conditional Likelihood Ratio and Related Tests for Instrumental Variables Regression with Weak Instruments,
Nicolas Van de Sijpe and Frank Windmeijer, from The University of Sheffield, Department of Economics (2020)
Keywords: Weak Instruments, Robust Inference, Conditional Likelihood Ratio Test, Power

Point and Set Identification in Linear Panel Data Models with Measurement Error,
Erik Meijer, Laura Spierdijk and Tom Wansbeek, from RAND Corporation (2012)

Nonparametric Estimation in Case of Endogenous Selection,
Christoph Breunig, Enno Mammen and Anna Simoni, from CRC TRR 190 Rationality and Competition (2017)
Keywords: endogenous selection; instrumental variable; sieve minimum distance; regression estimation; inverse problem; inverse probability weighting; convergence rate; asymptotic normality; bootstrap uniform confidence bands;

Instrumental Variables Estimation and Weak-Identification-Robust Inference Based on a Conditional Quantile Restriction,
Vadim Marmer and Shinichi Sakata, from Vancouver School of Economics (2011)
Keywords: quantile regression; instrumental variables; weak identification

Averaging estimation for instrumental variables quantile regression,
Xin Liu, from Department of Economics, University of Missouri (2019)
Keywords: model selection, model averaging