Random Effects Estimators with many Instrumental Variables

DOI10.1111/J.1468-0262.2004.00485.XMaRDI QIDQ5473015zbMATH OpenOpenAlexWikidataFDO

Authors Gary Chamberlain, Guido W. Imbens

Publication date 19 June 2006

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1468-0262.2004.00485.x

Mathematics Subject Classification ID

Point estimation (62F10) Applications of statistics to economics (62P20)

Recommendations

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Cited in

(27)

• Simple many-instruments robust standard errors through concentrated instrumental variables
• Instrumental variable analysis with censored data in the presence of many weak instruments: application to the effect of being sentenced to prison on time to employment
• Minimum distance approach to inference with many instruments
• Parameter orthogonalization and Bayesian inference with many instruments
• Robust estimation with many instruments
• Jackknife instrumental variable estimation with heteroskedasticity
• Instrumental variables estimation with many weak instruments using regularized JIVE
• Improving the performance of random coefficients demand models: the role of optimal instruments
• Instrumental variables: an econometrician's perspective
• Finite sample inference for quantile regression models
• Testing with many weak instruments
• How strong is strong enough? Strengthening instruments through matching and weak instrument tests
• OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE
• Dynamic panels with threshold effect and endogeneity
• Select the valid and relevant moments: an information-based Lasso for GMM with many moments
• Instrumental variable estimation of factor models with possibly many variables
• Instrumental variables estimation and inference in the presence of many exogenous regressors
• Limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous
• Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel
• A conditional linear combination test with many weak instruments
• Causality in econometrics: choice vs chance
• Bayesian Factor Model Shrinkage for Linear IV Regression With Many Instruments
• A Bayesian approach to Mendelian randomisation with dependent instruments
• On a preference-based instrumental variable approach in reducing unmeasured confounding-by-indication
• Sensitivity analysis and power in the presence of many weak instruments: application to the effect of incarceration on future earnings
• On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments
• Instrumental variable estimation in the presence of many moment conditions

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