An Instrumental Variable Approach to Dynamic Models

DOI10.1093/RESTUD/RDAC061zbMATH Open1521.91195OpenAlexW4294955741MaRDI QIDQ6136986FDOQ6136986

Giovanni Compiani, Steven Berry

Publication date: 31 August 2023

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

Full work available at URL: http://www.nber.org/papers/w27756.pdf

zbMATH Keywords

instrumental variablesdynamic modelsstate dependenceinitial conditions

Mathematics Subject Classification ID

Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Special types of economic markets (including Cournot, Bertrand) (91B54) Economic dynamics (91B55)

Cited In (14)

• Discordant relaxations of misspecified models
• A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING
• Choosing instrumental variables in conditional moment restriction models
• A factored form of the instrumental variable algorithm
• Control variables, discrete instruments, and identification of structural functions
• Identification and estimation of dynamic structural models with unobserved choices
• Title not available (Why is that?)
• Title not available (Why is that?)
• Instrumental variables in structural equation modelling: an application on the impact of labour factors on health and standard of livings
• Comment on Decision Theory Applied to an Instrumental Variables Model
• Instrumental variables: an econometrician's perspective
• Generalized Instrumental Variable Models
• IV methods for Tobit models
• Title not available (Why is that?)

   Recommendations

• An instrumental variable model of multiple discrete choice 👍 👎
• Instrumental Variables Estimation of Dynamic Simultaneous Systems with ARMA Errors 👍 👎
• Linear IV regression estimators for structural dynamic discrete choice models 👍 👎
• Identifying Dynamic Games with Serially Correlated Unobservables 👍 👎
• Inference in dynamic discrete choice models with serially orrelated unobserved state variables 👍 👎

This page was built for publication: An Instrumental Variable Approach to Dynamic Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6136986)