On the structure of IV estimands

DOI10.1016/J.JECONOM.2018.12.017MaRDI QIDQ2000863zbMATHOpenAlexWikidataFDO

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

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)

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

Cites work

• Asymptotic Statistics
• Decision Theory Applied to an Instrumental Variables Model
• GMM with Weak Identification
• Handbook of econometrics. Volume I
• Identification and Estimation of Local Average Treatment Effects
• The large sample behaviour of the generalized method of moments estimator in misspecified models
• Two-Stage Least Squares Estimation of Average Causal Effects in Models with Variable Treatment Intensity
• Using instrumental variables for inference about policy relevant treatment parameters

Cited in

(17)

• Sensitivity Analysis for Instrumental Variables Regression With Overidentifying Restrictions
• Annals issue in honor of Jerry A. Hausman. Editors' introduction
• On the Nature and Discovery of Structure
• A REMARK ON BIMODALITY AND WEAK INSTRUMENTATION IN STRUCTURAL EQUATION ESTIMATION
• Instrumental variable estimation based on conditional median restriction
• Limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous
• A risk superior semiparametric estimator for overidentified linear models
• On the inadequacy of sufficient conditions under `limited information' identification
• Exclusion restrictions in instrumental variables equations
• YET MORE ON THE EXACT PROPERTIES OF IV ESTIMATORS
• Optimal linear instrumental variables approximations
• A doubly corrected robust variance estimator for linear GMM
• Discontinuities of weak instrument limiting distributions.
• Location properties of point estimators in linear instrumental variables and related models
• On the Moments of Ordinary Least Squares and Instrumental Variables Estimators in a General Structural Equation
• Salvaging falsified instrumental variable models
• Comparing IV with structural models: what simple IV can and cannot identify

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