Selecting the Best Instrumental Variables Estimator

DOI10.2307/2297665MaRDI QIDQ3680153zbMATH OpenOpenAlexFDO

Authors Michael A. Magdalinos

Publication date 1985

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2297665

zbMATH Keywords

Edgeworth expansionselection ruleslimited information estimatorssimultaneous equation systemsbest instrumental variables estimatorConcentration comparisons

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

Recommendations

• Choosing the Number of Instruments
• Semiparametric instrumental variable estimation of simultaneous equation sample selection models
• Choosing instrumental variables in conditional moment restriction models
• Some small-sample properties of instrumental-variables estimators of block triangular models
• A comparative study of three data-based methods of instrument selection

Cited in

(7)

• Comparing IV with structural models: what simple IV can and cannot identify
• Choosing instrumental variables in conditional moment restriction models
• Choosing the Number of Instruments
• Instrument selection for estimation of a forward-looking Phillips curve
• The classical principles of testing using instrumental variables estimates
• Selection and integration of generalized instrumental variables for estimating total effects
• A comparative study of three data-based methods of instrument selection

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