The Estimation of Economic Relationships using Instrumental Variables
From MaRDI portal
Cited in
(only showing first 100 items - show all)- Instrumental variable estimator for the nonlinear errors-in-variables model
- A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators
- Generalized method of moments specification testing
- A reinterpretation of the tests of overidentifying restrictions
- Recursive estimation of simultaneous equation models
- Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors
- Maximum entropy estimation of density and regression functions
- The structure of simultaneous equations estimators
- Errors in variables in simultaneous equation models
- Estimation in choice-based sampling with measurement error and bootstrap analysis
- Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments.
- Testing multiple equation systems for common nonlinear components
- Discriminating between (in)valid external instruments and (in)valid exclusion restrictions
- International mobility of capital in the United States: robust evidence from time-series tests
- Minimum distance approach to inference with many instruments
- Identification and estimation using heteroscedasticity without instruments: the binary endogenous regressor case
- Specification tests based on MCMC output
- Finite-sample properties of the instrumental-variables estimator for dynamic simultaneous-equation subsystems with ARMA disturbances
- Financial econometrics: Past developments and future challenges
- The iterative instrumental variables method and the full information maximum likelihood method for estimating interdependent systems
- On testing overidentifying restrictions in dynamic panel data models
- The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis.
- Inference on the cointegration rank in fractionally integrated processes.
- Family planning, gender differences and infant mortality: evidence from Uttar Pradesh, India
- Testing production functions used in empirical growth studies
- A characterization of invariant tests for identification in linear structural equations
- The role of foreign direct investment and labor productivity in explaining Croatian regional export dynamics
- Increasing the power of specification tests
- A Hausman test for the presence of market microstructure noise in high frequency data
- Instrument approval by the Sargan test and its consequences for coefficient estimation
- A unified model-implied instrumental variable approach for structural equation modeling with mixed variables
- Global temperatures and greenhouse gases: a common features approach
- Testing the impossible: identifying exclusion restrictions
- Multiplicative-error models with sample selection
- Missing data, imputation, and endogeneity
- A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters
- Model-implied instrumental variable-generalized method of moments (MIIV-GMM) estimators for latent variable models
- Testing overidentifying restrictions with many instruments and heteroskedasticity
- Instrumental variables in factor analysis
- Instrumental variables: an econometrician's perspective
- Origins of the limited information maximum likelihood and two-stage least squares estimators
- Initial conditions and Blundell-Bond estimators
- A discontinuity test for identification in triangular nonseparable models
- A natural robustification of the ordinary instrumental variables estimator
- Instrumental variable estimation based on conditional median restriction
- Distribution and capacity utilization: conceptual issues and empirical evidence
- Using multiple genetic variants as instrumental variables for modifiable risk factors
- A joint serial correlation test for linear panel data models
- Efficient forecast tests for conditional policy forecasts
- A joint test for conditional heteroscedasticity in dynamic panel data models
- A test of cross section dependence for a linear dynamic panel model with regressors
- Moment conditions and Bayesian non-parametrics
- Regression with errors in variables: estimators based on third order moments
- Econometric approaches to the specification of life cycle labour supply and commodity demand behaviour
- A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS
- Optimal bandwidth selection for robust generalized method of moments estimation
- Using instrumental variables for selecting the order of arma models
- Generalized M‐fluctuation tests for parameter instability
- Testing exogeneity in overidentified models
- Testing in econometrics: Are economic theories testable?
- Econometric approaches to the specification of life-cycle labour supply and commodity demand behaviour
- Estimation of coefficients for multiple input system models without employing common denominator structure
- A cautionary note on tests of overidentifying restrictions
- Specification tests and tests for overidentifying restrictions in panel data models with selection
- A Consistent Method for the Selection of Relevant Instruments
- RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES
- IN MEMORY OF JOHN DENIS SARGAN
- Denis Sargan: some perspectives
- Vision and influence in econometrics: John Denis Sargan
- Minimum distance estimation of the errors-in-variables model using linear cumulant equations
- Select the valid and relevant moments: an information-based Lasso for GMM with many moments
- Adaptive GMM shrinkage estimation with consistent moment selection
- Different Shades of Risk: Mortality Trends Implied by Term Insurance Prices
- SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION
- Cross-Sectional Dependence in Panel Data Analysis
- Two-Stage Bayesian Model Averaging in Endogenous Variable Models
- Misspecification testing: non-invariance of expectations models of inflation
- Instrumental variable estimation of factor models with possibly many variables
- Bias correction through filtering omitted variables and instruments
- An R package and a study of methods for computing empirical likelihood
- On the use of the Lasso for instrumental variables estimation with some invalid instruments
- Consolidation of the Haavelmo-Cowles commission research program
- Underidentification?
- Bayesian model averaging in the instrumental variable regression model
- Testing for weak identification in possibly nonlinear models
- Structural mean models for compliance analysis in randomized clinical trials and the impact of errors on measures of exposure
- Structural mean models for compliance analysis in randomized clinical trials and the impact of errors on measures of exposure
- The Algebra of Estimation in Linear Econometric Systems∗
- Recursive instrumental variable estimation of simultaneous equations with autoregressive disturbances
- Specification testing with estimated variables
- Reduced forms and weak instrumentation
- Two robust tools for inference about causal effects with invalid instruments
- Instrumental variables in structural equation modelling: an application on the impact of labour factors on health and standard of livings
- Policy evaluation and efficiency: a systematic literature review
- Testing underidentification in linear models, with applications to dynamic panel and asset pricing models
- Probability distributions with summary graph structure
- Sequentially estimating the structural equation by power transformation
- Experimental evidence on the relationship between perceived ambiguity and likelihood insensitivity
- Testing the fit of data and external sets via an imprecise Sargan-Hansen test
- European funds and regional convergence: from the european context to the Italian scenario
This page was built for publication: The Estimation of Economic Relationships using Instrumental Variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3284260)
