On the structure of IV estimands
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Publication:2000863
DOI10.1016/J.JECONOM.2018.12.017zbMATH Open1452.62875OpenAlexW2904023251WikidataQ128767049 ScholiaQ128767049MaRDI QIDQ2000863FDOQ2000863
Authors: 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
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 (17)
- YET MORE ON THE EXACT PROPERTIES OF IV ESTIMATORS
- Comparing IV with structural models: what simple IV can and cannot identify
- Annals issue in honor of Jerry A. Hausman. Editors' introduction
- Instrumental variable estimation based on conditional median restriction
- Exclusion restrictions in instrumental variables equations
- Optimal linear instrumental variables approximations
- Discontinuities of weak instrument limiting distributions.
- Location properties of point estimators in linear instrumental variables and related models
- On the Nature and Discovery of Structure
- On the inadequacy of sufficient conditions under `limited information' identification
- Limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous
- A risk superior semiparametric estimator for overidentified linear models
- 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
- Salvaging falsified instrumental variable models
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