On the structure of IV estimands

DOI10.1016/J.JECONOM.2018.12.017zbMATH Open1452.62875OpenAlexW2904023251WikidataQ128767049 ScholiaQ128767049MaRDI QIDQ2000863FDOQ2000863

Isaiah Andrews

Publication date: 1 July 2019

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.12.017

Recommendations

• YET MORE ON THE EXACT PROPERTIES OF IV ESTIMATORS
• Limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous
• On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments
• Discontinuities of weak instrument limiting distributions.
• Instrumental Variables Regression with Weak Instruments

zbMATH Keywords

instrumental variablesmisspecification

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Asymptotic Statistics
• The large sample behaviour of the generalized method of moments estimator in misspecified models
• Identification and Estimation of Local Average Treatment Effects
• GMM with Weak Identification
• Two-Stage Least Squares Estimation of Average Causal Effects in Models with Variable Treatment Intensity
• Decision Theory Applied to an Instrumental Variables Model
• Handbook of econometrics. Volume I
• Using Instrumental Variables for Inference About Policy Relevant Treatment Parameters

Cited In (9)

• YET MORE ON THE EXACT PROPERTIES OF IV ESTIMATORS
• Annals issue in honor of Jerry A. Hausman. Editors' introduction
• Exclusion restrictions in instrumental variables equations
• Discontinuities of weak instrument limiting distributions.
• On the Nature and Discovery of Structure
• A doubly corrected robust variance estimator for linear GMM
• Sensitivity Analysis for Instrumental Variables Regression With Overidentifying Restrictions
• On the Moments of Ordinary Least Squares and Instrumental Variables Estimators in a General Structural Equation
• A REMARK ON BIMODALITY AND WEAK INSTRUMENTATION IN STRUCTURAL EQUATION ESTIMATION

This page was built for publication: On the structure of IV estimands

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2000863)