Search Results

When is TSLS Actually LATE?,
Christine Blandhol, John Bonney, Magne Mogstad and Alexander Torgovitsky, from National Bureau of Economic Research, Inc (2022)

Identifying the Cumulative Causal Effect of a Non-Binary Treatment from a Binary Instrument,
Vedant Vohra and Jacob Goldin, from National Bureau of Economic Research, Inc (2024)

Frisch–Waugh–Lovell theorem-type results for the k-Class and 2SGMM estimators,
Deepankar Basu, in Statistics & Probability Letters (2024)
Keywords: Frisch–Waugh–Lovell theorem; k-class of estimators; Linear two-step optimal GMM estimator;

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

Disambiguation by namesake risk assessment,
Thorsten Doherr, from ZEW - Leibniz Centre for European Economic Research (2021)
Keywords: homonymy, namesakes, disambiguation, scientific careers, inventors, patents, publications

Foreign direct investment and economic growth in Sub-Saharan Africa: The role of institutions,
Moga Tano Jilenga and Xu Helian, in Turkish Economic Review (2017)
Keywords: FDI, Institutional quality, GMM, Economic growth.

Non parametric analysis of panel data models with endogenous variables,
Frédérique Feve and Jean-Pierre Florens, in Journal of Econometrics (2014)
Keywords: Panel data; Endogeneity; Instrumental variables; Inverse problems;

Testing endogeneity with high dimensional covariates,
Zijian Guo, Hyunseung Kang, T. Tony Cai and Dylan S. Small, in Journal of Econometrics (2018)
Keywords: Durbin–Wu–Hausman test; Endogeneity test; High dimensions; Instrumental variable; Invalid instruments; Power function;

Robust estimation with many instruments,
Mikkel Sølvsten, in Journal of Econometrics (2020)
Keywords: Instrumental variables; Generalized method of moments; Minimax estimation; Stein’s method;

Including the Instruments in the Regression is the Hausman Test,
Mark Stater and Christopher Hoag, in Annals of Economics and Statistics (2023)
Keywords: Hausman Test, Instrumental Variables

Three-stage semi-parametric inference: Control variables and differentiability,
Jinyong Hahn and Geert Ridder, in Journal of Econometrics (2019)
Keywords: Endogenous regressor; Non-separable errors; Control variable; Influence function; Overidentification; Differentiability;

A Note on R2 in the Instrumental Variables Model,
Frank Windmeijer, from University Library of Munich, Germany (1995)
Keywords: Instrumental Variables; Goodness of Fit

Beyond F-statistic - A General Approach for Assessing Weak Identification,
Manuel Denzer and Constantin Weiser, from Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz (2021)
Keywords: Weakidentication,Weakinstruments,Endogeneity,Bootstrap

A weak instrument F-test in linear IV models with multiple endogenous variables,
Eleanor Sanderson and Frank Windmeijer, in Journal of Econometrics (2016)
Keywords: Weak instruments; Multiple endogenous variables; F-test;

Peer effects and endogenous social interactions,
Koen Jochmans, in Journal of Econometrics (2023)
Keywords: Instrumental variable; Linear-in-means model; Network; Self-selection;

The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression,
Peter Phillips and Chirok Han, in Economics Letters (2015)
Keywords: Dynamic panel; IV estimation; Levels and difference instruments;

Important overlooked IVs in spatial models,
Harry H. Kelejian and Gianfranco Piras, in Empirical Economics (2018)
Keywords: Spatial econometrics, Nonlinear IV, Endogeneity

PML versus minimum $${\chi }^{2}$$ χ 2: the comeback,
Dante Amengual, Gabriele Fiorentini and Enrique Sentana, in SERIEs: Journal of the Spanish Economic Association (2023)
Keywords: Covariance restrictions, Distributional misspecification, Efficiency bound, Finite normal mixtures, Partial adaptivity, Sieves

GMM identification and estimation of peer effects in a system of simultaneous equations,
Xiaodong Liu, in Journal of Spatial Econometrics (2020)
Keywords: Social networks, Quadratic moment conditions, Efficiency, Many-instrument bias

Problems with the Control Variable Approach in Achieving Unbiased Estimates in Nonlinear Models in the Presence of Many Instruments,
Jinyong Hahn and Jerry Hausman, in Journal of Quantitative Economics (2021)
Keywords: Control variable, Many instruments, Nonlinear models

Simultaneous Equations with Three Way Error Components,
Marius Amba, in Journal of Quantitative Economics (2021)
Keywords: Panel data, Simultaneous equations, Three-way error components

Does rice cultivation induce better math institutions?,
Paola Llamas, from Asociación Argentina de Economía Política (2024)

Local projections vs. VARs: Lessons from thousands of DGPs,
Dake Li, Mikkel Plagborg-Møller and Christian K. Wolf, in Journal of Econometrics (2024)
Keywords: External instrument; Impulse response function; Local projection; Proxy variable; Structural vector autoregression;

Using Instrumental Variables for Inference about Policy Relevant Treatment Effects,
Magne Mogstad, Andres Santos and Alexander Torgovitsky, from National Bureau of Economic Research, Inc (2017)

Instrumental Variable Identification of Dynamic Variance Decompositions,
Mikkel Plagborg-Moller and Christian Wolf, from National Bureau of Economic Research, Inc (2021)

Local Projections vs. VARs: Lessons From Thousands of DGPs,
Dake Li, Mikkel Plagborg-Moller and Christian Wolf, from National Bureau of Economic Research, Inc (2022)

A weak instrument F-test in linear IV models with multiple endogenous variables,
Eleanor Sanderson and Frank Windmeijer, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
Keywords: Weak instruments; multiple endogenous variables; F-test

A weak instrument F-test in linear IV models with multiple endogenous variables,
Eleanor Sanderson and Frank Windmeijer, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)

Averaged Instrumental Variables Estimators,
Yoonseok Lee and Yu Zhou, from Center for Policy Research, Maxwell School, Syracuse University (2015)
Keywords: Averaged estimator, many weak instruments, class estimator

Local Projections, Autocorrelation, and Efficiency,
Amaze Lusompa, from Federal Reserve Bank of Kansas City (2021)
Keywords: Local Projections; Generalized Least Squares

A Robust Test for Weak Instruments for 2SLS with Multiple Endogenous Regressors,
Daniel Lewis and Karel Mertens, from Federal Reserve Bank of Dallas (2024)
Keywords: Instrumental Variables; Weak Instruments Test; Multiple Endogenous Regressors; Heteroskedasticity; Serial Correlation

Measurement error and peer effects in networks,
Bramoullé, Yann and Sebastiaan Maes, from C.E.P.R. Discussion Papers (2024)

Control Functions and Simultaneous Equations Methods,
Richard Blundell, Dennis Kristensen and Rosa Matzkin, in American Economic Review (2013)

Avoiding Unintentionally Correlated Shocks in Procy Vector Autoregressive Analysis,
Martin Bruns, Helmut Lütkepohl and James McNeil, from DIW Berlin, German Institute for Economic Research (2024)
Keywords: Structural vector autoregression, proxy VAR, external instruments, correlated shocks, Generalized Method of Moments

PML vs minimum χ 2: the comeback,
Dante Amengual, Gabriele Fiorentini and Enrique Sentana, from CEMFI (2022)
Keywords: Covariance restrictions, distributional misspecification, efficiency bound, finite normal mixtures, partial adaptivity.

On Optimal Inference in the Linear IV Model,
Donald Andrews, Vadim Marmer and Zhengfei Yu, from Cowles Foundation for Research in Economics, Yale University (2018)
Keywords: Conditional likelihood ratio test, Confidence interval, Infinite length, Linear instrumental variables, Optimal test, Weighted average power, Similar test

A Note on Optimal Inference in the Linear IV Model,
Donald Andrews, Vadim Marmer and Zhengfei Yu, from Cowles Foundation for Research in Economics, Yale University (2017)
Keywords: Conditional likelihood ratio test, Confidence interval, Infinite length, Linear instrumental variables, Optimal test, Weighted average power, Similar test

Uniform Inference in Panel Autoregression,
John Chao and Peter Phillips, from Cowles Foundation for Research in Economics, Yale University (2017)
Keywords: Confidence interval, Dynamic panel data models, panel IV, pooled OLS, Pretesting, Uniform inference

Unbiased Instrumental Variables Estimation under Known First-Stage Sign,
Isaiah Andrews and Timothy Armstrong, from Cowles Foundation for Research in Economics, Yale University (2016)
Keywords: Weak instruments, Unbiased estimation, Sign restrictions

Unbiased Instrumental Variables Estimation under Known First-Stage Sign,
Isaiah Andrews and Timothy Armstrong, from Cowles Foundation for Research in Economics, Yale University (2016)
Keywords: Weak instruments, Unbiased estimation, Sign restrictions

Unbiased Instrumental Variables Estimation under Known First-Stage Sign,
Isaiah Andrews and Timothy Armstrong, from Cowles Foundation for Research in Economics, Yale University (2015)
Keywords: Weak instruments, Unbiased estimation, Sign restrictions

Unbiased Instrumental Variables Estimation under Known First-Stage Sign,
Isaiah Andrews and Timothy Armstrong, from Cowles Foundation for Research in Economics, Yale University (2015)
Keywords: Weak instruments, Unbiased estimation, Sign restrictions

Unbiased Instrumental Variables Estimation under Known First-Stage Sign,
Isaiah Andrews and Timothy Armstrong, from Cowles Foundation for Research in Economics, Yale University (2015)
Keywords: Weak instruments, Unbiased estimation, Sign restrictions

Unbiased Instrumental Variables Estimation under Known First-Stage Sign,
Isaiah Andrews and Timothy Armstrong, from Cowles Foundation for Research in Economics, Yale University (2015)
Keywords: Weak instruments, Unbiased estimation, Sign restrictions

True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression,
Peter Phillips and Chirok Han, from Cowles Foundation for Research in Economics, Yale University (2014)
Keywords: Dynamic panel, IV estimation, Levels and difference instruments

Dynamic Panel GMM with Near Unity,
Peter Phillips, from Cowles Foundation for Research in Economics, Yale University (2014)
Keywords: Cauchy limit theory, Dynamic panel, GMM estimation, Instrumental variable, Irrelevant instruments, Panel unit roots, Persistence

A Weak Instrument F-Test in Linear IV Models with Multiple Endogenous Variables,
Eleanor Sanderson and Frank Windmeijer, from School of Economics, University of Bristol, UK (2015)
Keywords: weak instruments, multiple endogenous variables, F-test.

Instrumental Variables with Unobserved Heterogeneity in Treatment Effects,
Magne Mogstad and Alexander Torgovitsky, from National Bureau of Economic Research, Inc (2024)

A Robust Test for Weak Instruments with Multiple Endogenous Regressors,
Daniel Lewis and Karel Mertens, from Federal Reserve Bank of New York (2022)
Keywords: instrumental variables; weak instruments test; multiple endogenous regressors; heteroskedasticity; serial correlation

Modelos de datos de panel y variables dependientes limitadas: teoría y práctica,
Arlette Beltrán and Juan Castro, from Fondo Editorial, Universidad del Pacífico (2010)
Keywords: datos de panel, panel data, variables dependientes limitadas discretas, corte transversal, variables dependientes limitadas continuas, variables dependientes limitadas continuas, logit, variable aleatoria truncada, variable dependiente ordenada, variable dependiente no ordenada, variable dependiente secuencial, variable dependiente censurada, sesgo de selección

Introducción,
Arlette Beltrán and Juan Castro, from Fondo Editorial, Universidad del Pacífico (2010)

Modelos de datos de panel: el modelo estático lineal,
Arlette Beltrán and Juan Castro, from Fondo Editorial, Universidad del Pacífico (2010)
Keywords: modelo de regresión, interceptos múltiples, efectos fijos, efectos aleatorios, estimadores alternativos, estimadores alternativos

Variables dependientes limitadas binomiales,
Arlette Beltrán and Juan Castro, from Fondo Editorial, Universidad del Pacífico (2010)
Keywords: modelo de probabilidad lineal, probit, logit, bondad de ajuste, efecto impacto, efecto impacto, variables instrumentales

Variables dependientes limitadas multinomiales,
Arlette Beltrán and Juan Castro, from Fondo Editorial, Universidad del Pacífico (2010)
Keywords: variables dependientes no ordenadas, variables dependientes ordenadas, variables dependientes secuenciales, logit multinomial

Variables dependientes limitadas continuas,
Arlette Beltrán and Juan Castro, from Fondo Editorial, Universidad del Pacífico (2010)
Keywords: variables dependientes con truncamiento no incidental, variable aleatoria truncada, truncamiento, variables dependientes censuradas, sesgo de selección, sesgo de selección

Bibliografía,
Arlette Beltrán and Juan Castro, from Fondo Editorial, Universidad del Pacífico (2010)

Introducción,
Arlette Beltrán and Juan Castro, from Fondo Editorial, Universidad del Pacífico (2010)

Vulnerabilidad del consumo frente a shocks idiosincrásicos y agregados: un modelo de datos de panel,
Arlette Beltrán and Juan Castro, from Fondo Editorial, Universidad del Pacífico (2010)

Pobreza y logro educativo en Guatemala: un modelo con variable dependiente binomial,
Arlette Beltrán and Juan Castro, from Fondo Editorial, Universidad del Pacífico (2010)

Efectividad del gasto público para combatir la desnutrición infantil en el Perú: un modelo con variable dependiente multinomial ordenada,
Arlette Beltrán and Juan Castro, from Fondo Editorial, Universidad del Pacífico (2010)

¿Qué hacen los jóvenes al concluir su secundaria?: un modelo con variable dependiente multinomial no ordenada,
Arlette Beltrán and Juan Castro, from Fondo Editorial, Universidad del Pacífico (2010)

Determinantes del peso al nacer: un modelo con sesgo de selección,
Arlette Beltrán and Juan Castro, from Fondo Editorial, Universidad del Pacífico (2010)

Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure Endogeneity,
Giovanni Forchini, Bin Jiang and Bin Peng, from Monash University, Department of Econometrics and Business Statistics (2015)
Keywords: time series decomposition, seasonal data, Tikhonov regularisation, ridge regression, LASSO, STL, TBATS, X-12-ARIMA, BSM

Common Shocks in panels with Endogenous Regressors,
Giovanni Forchini, Bin Jiang and Bin Peng, from Monash University, Department of Econometrics and Business Statistics (2015)
Keywords: Panel data, factor structure, endogeneity, instrumental variables

Identification in a Generalization of Bivariate Probit Models with Endogenous Regressors,
Sukjin Han and Edward Vytlacil, from The University of Texas at Austin, Department of Economics (2013)
Keywords: Identification, triangular threshold crossing model, bivariate probit model, endogenous variables, binary response, copula, exclusion restriction

Peer Effects and Endogenous Social Interactions,
Koen Jochmans, from Toulouse School of Economics (TSE) (2022)
Keywords: instrumental variable; linear-in-means model; network; self-selection

Instrumental Variable Identification of Dynamic Variance Decompositions,
Mikkel Plagborg-Møller and Christian Wolf, from Princeton University. Economics Department. (2021)
Keywords: external instrument, impulse response function, invertibility, proxy variable, variance decomposition

Local Projections vs. VARs: Lessons From Thousands of DGPs,
Dake Li, Mikkel Plagborg-Møller and Christian Wolf, from Princeton University. Economics Department. (2021)
Keywords: external instrument, impulse response function, local projection, proxy variable, structural vector autoregression

Local Projections and VARs Estimate the Same Impulse Responses,
Mikkel Plagborg-Møller and Christian Wolf, from Princeton University. Economics Department. (2020)
Keywords: external instrument, impulse response function, local projection, proxy variable, structural vector autoregression

Estimating Models with Dynamic Network Interactions and Unobserved Heterogeneity,
Luisa Corrado and Salvatore Di Novo, from Tor Vergata University, CEIS (2018)
Keywords: Networks,Individual Unobserved Heterogeneity,Dynamic Network Formation,network Statistics.

Econometrics with Weak Instruments,
Vadim Marmer, from Vancouver School of Economics (2018)
Keywords: Weak Instruments

Estimation of counterfactual distributions with a continuous endogenous treatment,
Santiago Pereda-Fernández, from Bank of Italy, Economic Research and International Relations Area (2016)
Keywords: copula, counterfactual distribution, endogeneity, policy analysis, quantile regression, unconditional distributional effects

Identification and estimation of triangular models with a binary treatment,
Santiago Pereda-Fernández, from Bank of Italy, Economic Research and International Relations Area (2019)
Keywords: copula, endogeneity, policy analysis, quantile regression, unconditional distributional effects

Estimation of a Partially Linear Regression in Triangular Systems,
Xin Geng, Carlos Martins-Filho and Feng Yao, from Department of Economics, West Virginia University (2015)
Keywords: partially linear regression, endogeneity, semiparametric instrumental variable estimation

Estimation of a Partially Linear Regression in Triangular Systems,
Xin Geng, Carlos Martins-Filho and Feng Yao, from Department of Economics, West Virginia University (2018)
Keywords: partially linear regression, endogeneity, semiparametric instrumental variable estimation

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;