Selecting the Best Instrumental Variables Estimator

DOI10.2307/2297665zbMATH Open0565.62098OpenAlexW1984476189MaRDI QIDQ3680153FDOQ3680153

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

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

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)

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
• Selection and integration of generalized instrumental variables for estimating total effects
• The classical principles of testing using instrumental variables estimates
• A comparative study of three data-based methods of instrument selection

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