Search Results

Bayesian inference with monotone instrumental variables,
Hang Qian, from University Library of Munich, Germany (2011)
Keywords: Monotone instrumental variables; Bayesian; Dirichlet

Robustness of bootstrap in instrumental variable regression,
Lorenzo Camponovo and Taisuke Otsu, from London School of Economics and Political Science, LSE Library (2014)
Keywords: bootstrap; breakdown point; instrumental variables

Instrumental variables estimation for nonparametric models,
Whitney Newey and James Powell, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
Keywords: Instrumental variables estimation for nonparametric models

Robustness of bootstrap in instrumental variable regression,
Lorenzo Camponovo and Taisuke Otsu, from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2014)
Keywords: Bootstrap, Breakdown point, Instrumental variables

Instrumental variables and wavelet decompositions,
James B. Ramsey, Marco Gallegati, Mauro Gallegati and Willi Semmler, in Economic Modelling (2010)
Keywords: Wavelets Instrumental variables Errors in variables Weak/poor instruments Simultaneous equations

Instrumental Variable Estimation Based on Mean Absolute Deviation,
Shinichi Sakata, from Michigan - Center for Research on Economic & Social Theory (1998)
Keywords: EVALUATION ; INSTRUMENTAL VARIABLES

Instrumental variable methods for recovering continuous linear functionals,
Andres Santos, in Journal of Econometrics (2011)
Keywords: Instrumental variables Partial identification

Extended Instrumental Variables Estimation for Overall Effects,
Joffe Marshall M, Small Dylan, Ten Have Thomas, Brunelli Steve and Feldman Harold I, in The International Journal of Biostatistics (2008)
Keywords: instrumental variables, causal inference

Nonparametric instrumental variable estimation under monotonicity,
Denis Chetverikov and Daniel Wilhelm, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
Keywords: Nonparametric instrumental variable, monotonicity

Nonparametric instrumental variable estimation under monotonicity,
Denis Chetverikov and Daniel Wilhelm, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
Keywords: instrumental variable estimation, monotonicity

TOBITIV: Stata module to perform instrumental variables tobit,
Jonah Gelbach, from Boston College Department of Economics (1999)
Keywords: tobit, instrumental variables

PROBITIV: Stata module to perform instrumental variables probit,
Jonah Gelbach, from Boston College Department of Economics (1999)
Keywords: probit, instrumental variables

Correlated Errors-in-Variables, too Few Instrumental Variables, and Bounds on Parameters,
Tor Klette and Y. Willassen, from Oslo University, Department of Economics (1996)
Keywords: INSTRUMENTAL VARIABLES;ECONOMIC MODELS

Genetic markers as instrumental variables,
Stephanie von Hinke, George Davey Smith, Debbie A. Lawlor, Carol Propper and Frank Windmeijer, in Journal of Health Economics (2016)
Keywords: ALSPAC; Genetic variants; Instrumental variables; Mendelian randomization; Potential outcomes;

A robust instrumental-variables estimator,
Rodolphe Desbordes and Vincenzo Verardi, in Stata Journal (2012)
Keywords: robivreg, multivariate outliers, robustness, S-estimator, instrumental variables

Nonparametric instrumental variable estimation,
Daniel Wilhelm, Denis Chetverikov and Dongwoo Kim, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
Keywords: st0001, nonparametric instrumental variable estimation, shape restrictions, monotonicity, endogeneity, regression

Robustness of bootstrap in instrumental variable regression,
Lorenzo Camponovo and Taisuke Otsu, from London School of Economics and Political Science, LSE Library (2015)
Keywords: bootstrap; breakdown point; instrumental variable regression; robustness

Smoothed instrumental variables quantile regression,
David Kaplan, in Stata Journal (2022)
Keywords: sivqr, endogeneity, instrumental variables, quantile regression

Jackknife instrumental variable estimation with heteroskedasticity,
Paul A. Bekker and Federico Crudu, in Journal of Econometrics (2015)
Keywords: Instrumental variables; Heteroskedasticity; Many instruments; Jackknife;

Symmetric Jackknife Instrumental Variable Estimation,
Paul A. Bekker and Federico Crudu, from University Library of Munich, Germany (2012)
Keywords: Instrumental Variables, Heteroskedasticity, many Instruments, Jackknife

Shrinkage methods for instrumental variable estimation,
Ryo Okui, from Econometric Society (2004)
Keywords: TSLS, LIML, shrinkage estimator, instrumental variables

Improved Inference for the Instrumental Variable Estimator,
Richard Startz, Charles Nelson and Eric Zivot, from University Library of Munich, Germany (1999)
Keywords: instrumental variables, Wald test, weak instruments

On the use of instrumental variables in accounting research,
David F. Larcker and Tjomme O. Rusticus, in Journal of Accounting and Economics (2010)
Keywords: Endogeneity Instrumental variables Disclosure Cost of capital

Nonparametric Instrumental Variable Estimation in Practice,
Michael Cohen, Philip Shaw and Tao Chen, from University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy (2008)
Keywords: Nonparametric, Instrumental Variables, Information Regularized Estimators

Robustness of Bootstrap in Instrumental Variable Regression,
Lorenzo Camponovo and Taisuke Otsu, from Cowles Foundation for Research in Economics, Yale University (2011)
Keywords: Bootstrap, Breakdown point, Instrumental variable regression

Jackknife Instrumental Variable Estimation with Heteroskedasticity,
P.A. Bekker and Federico Crudu, from Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia (2013)
Keywords: Instrumental Variables;Heteroskedasticity;Many Instruments;Jackknife

The Instrumental Weighted Variables. Part I. Consistency,
Jan Ámos Víšek, from Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2007)
Keywords: Robustness; instrumental variables; implicit weighting; consistency of estimate by instrumental weighted variables

The Effect of Pseudo-exogenous Instrumental Variables on Hausman Test,
Jinook Jeong and Byung Yoon, from University Library of Munich, Germany (2007)
Keywords: Hausman test, endogeneity, instrumental variable

Semiparametrically Efficient Estimation of Conditional Instrumental Variables Parameters,
Maximilian Kasy, in The International Journal of Biostatistics (2009)
Keywords: instrumental variables, efficient influence curve

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

Should instrumental variables be used as matching variables?,
Jeffrey Wooldridge, in Research in Economics (2016)
Keywords: Matching; Instrumental variable; Inconsistency; Treatment effect;

Factor analysis by instrumental variables methods,
Gösta Hägglund, in Psychometrika (1982)
Keywords: factor analysis, instrumental variables, least squares, reference variables,

Noniterative Factor Analysis Estimators, With Algorithms for Subset and Instrumental Variable Selection,
Robert Cudeck, in Journal of Educational and Behavioral Statistics (1991)
Keywords: factor analysis; instrumental variables

Estimating the return to education considerate the legislation of education in Brazil as an instrumental variable,
Wladimir Teixeira and Naercio Menezes-Filho, in Brazilian Journal of Political Economy (2012)
Keywords: Mincer, instrumental variables, education

IVMEDIATE: Stata module to perform causal mediation analysis in instrumental-variables regressions,
Christian Dippel, Andreas Ferrara and Stephan Heblich, from Boston College Department of Economics (2023)
Keywords: causal mediation, instrumental variables

PARIV: Stata module to perform nearly-collinear robust instrumental-variables regression,
Alwyn Young, from Boston College Department of Economics (2024)
Keywords: instrumental variables, robust, collinearity

IVPERMUTE: Stata module to estimate nearly collinear robust instrumental variables regression,
Alwyn Young, from Boston College Department of Economics (2021)
Keywords: instrumental variables, IV, collinearity

IVPROB-IVTOBIT6: Stata modules to estimate instrumental variables probit and tobit,
Joseph Harkness, from Boston College Department of Economics (2005)
Keywords: probit, tobit, instrumental variables

IVGMM0: Stata module to perform instrumental variables via GMM,
Christopher Baum and David Drukker, from Boston College Department of Economics (2004)
Keywords: GMM, instrumental variables, heteroskedasticity

NON-NESTED TESTS FOR INSTRUMENTAL VARIABLE REGRESSION MODLS WITH DIFFERING CONDITIONNING SETS,
Richard Smith, from Faculty of Economics, University of Cambridge (1989)
Keywords: instrumental variables ; tests

SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR,
Charles Nelson and Richard Startz, from Department of Economics at the University of Washington (1988)
Keywords: instrumental variables ; estimator ; econometrics

Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments,
Joshua Angrist and Alan Krueger, from Princeton University, Department of Economics, Industrial Relations Section. (2001)
Keywords: instrumental variables, natural experiment

SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR,
Charles Nelson and Richard Startz, from University of Washington, Department of Economics (1988)
Keywords: instrumental variables ; estimator ; econometrics

Stop breaking down: A graphical analysis of proxy variable and instrumental variable solutions to omitted variable problems,
Burkhard Raunig, in Economics Bulletin (2017)
Keywords: Omitted variable, proxy variable, indicator, instrumental variable

Instrumental Variables,
Richard J. Butler, Matthew J. Butler and Barbara L. Wilson, from World Scientific Publishing Co. Pte. Ltd. (2023)
Keywords: Nursing, Physician, Healthcare, Public Health, Regression, Orthogonal Projection, Geometric View of Causal Inference, 2SLS, Two-Stage Least Squares, Instrumental Variables, Probits, Logits, Proportional Hazards, Cox Regressions, Quantile Regression, Random Forest Regression, Randomization, Matching, Propensity-Score, Differences-in-Differences, Regression Discontinuity, Fixed Effects, R, SAS, STATA, Research Examples, Empirical Rule, Applied Statistics, Confidence Intervals, VIF, Standard Beta, Histograms, Scatterplots, Regression Gini Index, COVID-19, Gender Wage Differentials, LASSO, Area Under The Curve, AUC, ROC, Decision Trees, Maximum Likelihood, GMM, Data Generating Process, Split Sample Instrumental Variables, Local Average Treatment Effects (LATE), Data Visualization, Omitted Variable Bias, Simultaneous Equations, Measurement Error, Supervised Machine Learning, Panel Data, RGI, Health Professionals,

Latent Instrumental Variables: A Critical Review,
Irene Hueter, from Institute for New Economic Thinking (2016)
Keywords: U.S. Endogeneity, instrumental variables, latent instrumental variables, omitted variables, regression, returns to education, return to campaign money in Congressional elections.

On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables,
David Giles, in Journal of Quantitative Economics (2017)
Keywords: Dummy variables, Indicator variables, Instrumental variables, Inconsistent estimator

On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables,
David Giles, from Department of Economics, University of Victoria (2011)
Keywords: Dummy variables; indicator variables; instrumental variables; inconsistent estimator

Nonparametric instrumental-variable estimation,
Denis Chetverikov, Dongwoo Kim and Daniel Wilhelm, in Stata Journal (2018)
Keywords: npiv, npivcv, nonparametric instrumental-variable estimation, shape restrictions, monotonicity, endogeneity, regression

Generalized instrumental variable models,
Andrew Chesher and Adam Rosen, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
Keywords: instrumental variables, endogeneity, excess heterogeneity, limited information, set identification, partial identification, random sets, incomplete models

Genetic Markers as Instrumental Variables,
Stephanie von Hinke, George Smith, Debbie Lawlor, Carol Propper and Frank Windmeijer, from The Centre for Market and Public Organisation, University of Bristol, UK (2011)
Keywords: ALSPAC; Fat mass; Genetic Variants; Instrumental Variables; Mendelian Randomization; Potential Outcomes

Instrumental Variables: An Econometrician's Perspective,
Guido Imbens, from Institute of Labor Economics (IZA) (2014)
Keywords: noncompliance, potential outcomes, randomized experiments, simultaneous equations models, selection models, instrumental variables

Jackknife instrumental variables estimation in Stata,
Brian Poi, in Stata Journal (2006)
Keywords: jive, 2SLS, LIML, JIVE, instrumental variables, endogeneity, weak instruments

Thinking about instrumental variables (in Russian),
Christopher Sims, in Quantile (2007)
Keywords: Bayesian approach, GMM, instrumental variables, weak instruments, instrument selection, entropy

Instrumental variables and GMM: Estimation and testing,
Christopher Baum, Mark Schaffer and Steven Stillman, in Stata Journal (2003)
Keywords: instrumental variables, generalized method of moments, endogeneity, heteroskedasticity, overidentifying restrictions

Nonparametric Instrumental Variable Estimation in Practice,
Philip Shaw, Cohen Michael Andrew and Tao Chen, in Journal of Econometric Methods (2016)
Keywords: information regularized estimators, instrumental variables, logit demand model, nonparametric

Instrumental variable estimation for duration data,
Govert Bijwaard, from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2002)
Keywords: Duration model, Endogenous treatment, Instrumental variable, Semi-parametric

Optimal Linear Instrumental Variables Approximations,
Juan Carlos Escanciano and Wei Li, in Journal of Econometrics (2021)
Keywords: Instrumental variables; Nonparametric identification; Linear approximation; Misspecification; Hausman test;

An Instrumental Variable Approach to Dynamic Models,
Steven Berry and Giovanni Compiani, in The Review of Economic Studies (2023)
Keywords: Dynamic models, Instrumental Variables, State Dependence, Initial Conditions

Structural Breaks - An Instrumental Variable Approach,
Denis Conniffe and Robert Kelly, from Central Bank of Ireland (2011)
Keywords: Structural Break Test, Structural Break Estimation, Instrumental Variable

Instrumental variables and GMM: Estimation and testing,
Christopher Baum, Mark Schaffer and Steven Stillman, from Boston College Department of Economics (2003)
Keywords: instrumental variables, generalized method of moments, endogeneity, heteroskedasticity, overidentifying restrictions

Inference for high-dimensional instrumental variables regression,
David Gold, Johannes Lederer and Jing Tao, in Journal of Econometrics (2020)
Keywords: High-dimensional inference; Instrumental variables; De-biasing;

Causal effects of foster care: An instrumental-variables approach,
Joseph J. Doyle, in Children and Youth Services Review (2013)
Keywords: Foster care; Instrumental variables; Causal effects;

On adding over-identifying instrumental variables to simultaneous equations,
David Hendry, in Economics Letters (2011)
Keywords: Instrumental variables Model selection Monte Carlo simulation

Instrumental variable estimation of treatment effects for duration outcomes,
Govert Bijwaard, from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2007)
Keywords: censoring, duration model, instrumental variable, treatment effect

Instrumental variables estimation of stationary and nonstationary cointegrating regressions,
Peter M. Robinson and Margherita Gerolimetto, from London School of Economics and Political Science, LSE Library (2006)
Keywords: Cointegration; Instrumental variables estimation; I (d) processes

Negative Control Falsification Tests for Instrumental Variable Designs,
Oren Danieli, Daniel Nevo, Itai Walk, Bar Weinstein and Dan Zeltzer, from C.E.P.R. Discussion Papers (2024)
Keywords: Falsification; Instrumental variables; Placebo effect; Econometrics

Instrumental variable estimation in the presence of many moment conditions,
Ryo Okui, in Journal of Econometrics (2011)
Keywords: TSLS; LIML; Shrinkage estimator; Instrumental variables;

Inference in instrumental variables models with heteroskedasticity and many instruments,
Federico Crudu, Giovanni Mellace and Zsolt Sándor, from Department of Economics, University of Siena (2020)
Keywords: Instrumental variables, heteroskedasticity, many instruments, jackknife, inference

Controlling for endogeneity with instrumental variables in strategic management research,
Guilhem Bascle, from HAL (2008)
Keywords: endogeneity,instrumental variables,strategic management research

A review of instrumental variables estimation in the applied health sciences,
Paul Grootendorst, from McMaster University (2007)
Keywords: instrumental variables, treatment effects, health outcomes

A new instrumental variable estimation for diffusion processes,
Beong So, in Annals of the Institute of Statistical Mathematics (2005)
Keywords: Non-stationary nonlinear diffusion, instrumental variable estimator,

MEAN SQUARED PREDICTION ERROR REDUCTION WITH INSTRUMENTAL VARIABLES,
Antonis Michis, from Central Bank of Cyprus (2016)
Keywords: Mean squared prediction error, efficiency, instrumental variables

A Shrinkage Instrumental Variable Estimator for Large Datasets,
Andrea Carriero, George Kapetanios and Massimiliano Marcellino, from Queen Mary University of London, School of Economics and Finance (2008)
Keywords: Instrumental variable estimation, 2SLS, Shrinkage, Bayesian regression

First-stage analysis for instrumental-variables quantile regression,
Javier Alejo, Antonio Galvao and Gabriel Montes-Rojas, in Stata Journal (2024)
Keywords: fsivqreg, quantile regression, instrumental variables, first stage

A first-stage test for instrumental variables quantile regression,
Javier Alejo, Antonio Galvao and Gabriel Montes-Rojas, from Asociación Argentina de Economía Política (2020)
Keywords: quantile regression, instrumental variables, first-stage

A first-stage representation for instrumental variables quantile regression,
Javier Alejo, Antonio Galvao and Gabriel Montes-Rojas, in The Econometrics Journal (2023)
Keywords: first stage, instrumental variables, quantile regression

INSTRUMENTAL VARIABLE QUANTILE REGRESSION FOR CLUSTERED DATA,
Galina Besstremyannaya and Sergei Golovan, from National Research University Higher School of Economics (2022)
Keywords: quantile regression, endogeneity, clustered data, instrumental variables

Instrumental Variables Estimation of Stationaryand Nonstationary Cointegrating Regressions,
Margherita Gerolimetto and Peter M Robinson, from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2006)
Keywords: Cointegration, Instrumental variables estimation, I(d) processes.

The Confidence Interval Method for Selecting Valid Instrumental Variables,
Frank Windmeijer, Xiaoran Liang, Fernando P Hartwig and Jack Bowden, from School of Economics, University of Bristol, UK (2019)
Keywords: Causal inference; Instrumental variables; Invalid instruments

Instrumental variable estimation of a nonlinear Taylor rule,
Zisimos Koustas and Jean-Francois Lamarche, from Brock University, Department of Economics (2010)
Keywords: Thresholds; Nonlinear Models; Instrumental Variables; Taylor Rule

A first-stage representation for instrumental variables quantile,
Javier Alejo, Antonio Galvao and Gabriel Montes-Rojas, from Red Nacional de Investigadores en Economía (RedNIE) (2021)
Keywords: Quantile regression instrumental variables first-stage

Returns to Schooling in Kazakhstan: OLS and Instrumental Variables Approach,
Reza (Gholamreza) Arabsheibani and Altay Mussurov, from Institute of Labor Economics (IZA) (2006)
Keywords: rate of return to education, instrumental variables, human capital

Instrumental Variable Estimation of Treatment Effects for Duration Outcomes,
Govert Bijwaard, from Institute of Labor Economics (IZA) (2007)
Keywords: censoring, duration model, treatment effect, instrumental variable

The Precision of Instrumental Variables Estimates With Grouped Data,
Lara Shore-Sheppard, from Princeton University, Department of Economics, Industrial Relations Section. (1996)
Keywords: instrumental variables, standard errors, grouped data

Instrumental Variable Estimation with Heteroskedasticity and Many Instruments,
Norman Swanson, John Chao, Jerry Hausman, Whitney Newey and Tiemen Woutersen, from Rutgers University, Department of Economics (2011)
Keywords: Instrumental Variables , Jackknife, Many Instruments, Heteroskedasticity

A Hausman–Taylor instrumental variable approach to the penalized estimation of quantile panel models,
Matthew Harding and Carlos Lamarche, in Economics Letters (2014)
Keywords: Shrinkage; Panel quantiles; Instrumental variables;

Education Policy Reform and the Return to Schooling from Instrumental Variables,
Kevin Denny and Colm Harmon, from C.E.P.R. Discussion Papers (2000)
Keywords: Education; Earnings; Instrumental variables; Ireland

Instrumental Variables for Binary Treatments with Heterogenous Treatment Effects: A Simple Exposition,
Alan Manning, in The B.E. Journal of Economic Analysis & Policy (2004)
Keywords: Instrumental variables, treatment effects, identification

Instrumental variables for binary treatments with heterogeneous treatment effects: a simple exposition,
Alan Manning, from London School of Economics and Political Science, LSE Library (2004)
Keywords: Instrumental Variables; treatment effects; identification