The Estimation of Economic Relationships using Instrumental Variables
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(only showing first 100 items - show all)- Select the valid and relevant moments: an information-based Lasso for GMM with many moments
- A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters
- Adaptive GMM shrinkage estimation with consistent moment selection
- Detecting pleiotropy in Mendelian randomisation studies with summary data and a continuous outcome
- Origins of the limited information maximum likelihood and two-stage least squares estimators
- On a preference-based instrumental variable approach in reducing unmeasured confounding-by-indication
- Asymptotic efficiency of joint estimator relative to two-stage estimator under misspecified likelihoods
- A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS
- Hahn-Hausman test as a specification test
- Understanding multi-horizon forecasts: identification, estimation and testing
- Model-implied instrumental variable-generalized method of moments (MIIV-GMM) estimators for latent variable models
- The many weak instruments problem and Mendelian randomization
- Probability distributions with summary graph structure
- Initial conditions and Blundell-Bond estimators
- A joint test for conditional heteroscedasticity in dynamic panel data models
- Generalized method of moments specification testing
- SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION
- Sequentially estimating the structural equation by power transformation
- Instrumental variable methods for causal inference
- Testing in econometrics: Are economic theories testable?
- The Algebra of Estimation in Linear Econometric Systems∗
- On the use of the Lasso for instrumental variables estimation with some invalid instruments
- The structure of simultaneous equations estimators
- A Heteroscedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates
- Bayesian model averaging in the instrumental variable regression model
- Underidentification?
- Covariance chains
- A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators
- Estimating structural equation models using James-Stein type shrinkage estimators
- Different Shades of Risk: Mortality Trends Implied by Term Insurance Prices
- Testing for weak identification in possibly nonlinear models
- Recursive estimation of simultaneous equation models
- Econometric approaches to the specification of life-cycle labour supply and commodity demand behaviour
- On testing overidentifying restrictions in dynamic panel data models
- Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments.
- International mobility of capital in the United States: robust evidence from time-series tests
- Experimental evidence on the relationship between perceived ambiguity and likelihood insensitivity
- Structural mean models for compliance analysis in randomized clinical trials and the impact of errors on measures of exposure
- Moment conditions and Bayesian non-parametrics
- The role of foreign direct investment and labor productivity in explaining Croatian regional export dynamics
- Misspecification testing: non-invariance of expectations models of inflation
- Specification testing with estimated variables
- Increasing the power of specification tests
- Testing the fit of data and external sets via an imprecise Sargan-Hansen test
- Double robust inference for continuous updating GMM
- A discontinuity test for identification in triangular nonseparable models
- Optimal bandwidth selection for robust generalized method of moments estimation
- A natural robustification of the ordinary instrumental variables estimator
- Testing exogeneity in overidentified models
- Minimum distance approach to inference with many instruments
- Regression with errors in variables: estimators based on third order moments
- Vision and influence in econometrics: John Denis Sargan
- Multiplicative-error models with sample selection
- Dynamic Vector Mode Regression
- Instrumental variable estimation based on conditional median restriction
- Testing overidentifying restrictions with many instruments and heteroskedasticity
- RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES
- A cautionary note on tests of overidentifying restrictions
- Specification tests and tests for overidentifying restrictions in panel data models with selection
- Testing overidentifying restrictions on high-dimensional instruments and covariates
- Simple and powerful GMM over-identification tests with accurate size
- A joint serial correlation test for linear panel data models
- Efficient forecast tests for conditional policy forecasts
- A test of cross section dependence for a linear dynamic panel model with regressors
- Econometric approaches to the specification of life cycle labour supply and commodity demand behaviour
- Recursive instrumental variable estimation of simultaneous equations with autoregressive disturbances
- Two-Stage Bayesian Model Averaging in Endogenous Variable Models
- Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors
- Towards understanding the instrumental variables methods in biometrics and econometrics
- Testing underidentification in linear models, with applications to dynamic panel and asset pricing models
- A model implied instrumental variable approach to exploratory factor analysis (MIIV-EFA)
- Using external information for more precise inferences in general regression models
- Reduced forms and weak instrumentation
- Missing data, imputation, and endogeneity
- Structural mean models for compliance analysis in randomized clinical trials and the impact of errors on measures of exposure
- Estimation in choice-based sampling with measurement error and bootstrap analysis
- A class of semiparametric tests of treatment effect robust to confounder measurement error
- On GMM inference: partial identification, identification strength, and nonstandard asymptotics
- Instrumental variables in factor analysis
- Two robust tools for inference about causal effects with invalid instruments
- Bias correction through filtering omitted variables and instruments
- Sensitivity analysis of G-estimators to invalid instrumental variables
- Instrumental variable estimator for the nonlinear errors-in-variables model
- Inference on the cointegration rank in fractionally integrated processes.
- The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis.
- Errors in variables in simultaneous equation models
- Instrumental variables in structural equation modelling: an application on the impact of labour factors on health and standard of livings
- Distribution and capacity utilization: conceptual issues and empirical evidence
- Cross-Sectional Dependence in Panel Data Analysis
- European funds and regional convergence: from the european context to the Italian scenario
- A unified approach to estimation and orthogonality tests in linear single-equation econometric models
- Instrument endogeneity and identification-robust tests: some analytical results
- Instrument approval by the Sargan test and its consequences for coefficient estimation
- Testing multiple equation systems for common nonlinear components
- Mendelian randomization using public data from genetic consortia
- Testing production functions used in empirical growth studies
- Consolidation of the Haavelmo-Cowles commission research program
- Maximum entropy estimation of density and regression functions
- Testing the validity of instrumental variables in just-identified linear non-Gaussian models
- Generalized M‐fluctuation tests for parameter instability
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