Constructing Instruments for Regressions With Measurement Error When no Additional Data are Available, with An Application to Patents and R&D

DOI10.2307/2171884zbMATH Open0898.90044OpenAlexW1999955566MaRDI QIDQ4359770FDOQ4359770

Arthur Lewbel

Publication date: 1 November 1998

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2171884

zbMATH Keywords

linear regression modelmeasurement errorselasticity of patent applicationstwo staged least squares estimation

Mathematics Subject Classification ID

Economic growth models (91B62)

Cited In (34)

• Inference on local average treatment effects for misclassified treatment
• Consistent estimation of linear panel data models with measurement error
• Consistent noisy independent component analysis
• Interactions and social attitudes in American communities
• Kotlarski with a factor loading
• Endogeneity of store attributes in heterogeneous store-level sales response models
• African asylum seekers in Europe: The interplay between foreign aid and governance in origin countries
• Covariate Measurement Error in Quadratic Regression
• IDENTIFICATION OF LINEAR REGRESSIONS WITH ERRORS IN ALL VARIABLES
• Estimating high-dimensional demand systems in the presence of many binding non-negativity constraints
• A note on the closed-form identification of regression models with a mismeasured binary regressor
• Moment conditions for the quadratic regression model with measurement error
• Simulated minimum distance estimation of dynamic models with errors-in-variables
• Measurement Error Without the Proxy Exclusion Restriction
• Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information
• Identification of a Triangular Two Equation System Without Instruments
• Bayesian artificial neural networks for frontier efficiency analysis
• Identification and estimation using heteroscedasticity without instruments: the binary endogenous regressor case
• Minimum distance estimation of the errors-in-variables model using linear cumulant equations
• Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments
• Considering endogeneity for optimal catalog allocation in direct marketing
• EIV regression with bounded errors in data: total `least squares' with Chebyshev norm
• Dynamic deconvolution and identification of independent autoregressive sources
• Identification of additive and polynomial models of mismeasured regressors without instruments
• Time-invariant regressors under fixed effects: simple identification via a proxy variable
• Measurement error in multiple equations: Tobin's \(q\) and corporate investment, saving, and debt
• A small sigma approach to certain problems in errors-in-variables models
• Efficient semiparametric copula estimation of regression models with endogeneity
• Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors
• Identification of peer effects using group size variation
• Closed-form estimators for finite-order ARCH models as simple and competitive alternatives to QMLE
• Testing for strong exogeneity in proxy-VARs
• Endogeneity in stochastic frontier models
• Measurement error in a single regressor

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