The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Phillips, P C B, 1980. "The Exact Distribution of Instrumental Variable Estimators in an Equation Containing n + 1 Endogenous Variables," Econometrica, Econometric Society, vol. 48(4), pages 861-878, May.
- Douglas Staiger & James H. Stock, 1997.
"Instrumental Variables Regression with Weak Instruments,"
Econometrica, Econometric Society, vol. 65(3), pages 557-586, May.
- Douglas Staiger & James H. Stock, 1994. "Instrumental Variables Regression with Weak Instruments," NBER Technical Working Papers 0151, National Bureau of Economic Research, Inc.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Breusch, Trevor & Ward, Michael B. & Nguyen, Hoa Thi Minh & Kompas, Tom, 2011.
"On the Fixed-Effects Vector Decomposition,"
Political Analysis, Cambridge University Press, vol. 19(2), pages 123-134, April.
- Breusch, Trevor & Ward, Michael B & Nguyen, Hoa & Kompas, Tom, 2010. "On the fixed-effects vector decomposition," MPRA Paper 21452, University Library of Munich, Germany.
- Christian Durán, 2004. "Evaluación microeconométrica de las políticas públicas de empleo: aspectos metodológicos," Hacienda Pública Española / Review of Public Economics, IEF, vol. 170(3), pages 107-133, september.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Phillips, Peter C.B., 2006.
"A Remark On Bimodality And Weak Instrumentation In Structural Equation Estimation,"
Econometric Theory, Cambridge University Press, vol. 22(5), pages 947-960, October.
- Peter C. B. Phillips, 2005. "A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation," Cowles Foundation Discussion Papers 1540, Cowles Foundation for Research in Economics, Yale University.
- Phillips, Peter C.B. & Gao, Wayne Yuan, 2017.
"Structural inference from reduced forms with many instruments,"
Journal of Econometrics, Elsevier, vol. 199(2), pages 96-116.
- Wayne Yuan Gao & Peter C.B. Phillips, 2016. "Structural Inference from Reduced Forms with Many Instruments," Cowles Foundation Discussion Papers 2062, Cowles Foundation for Research in Economics, Yale University.
- D.S. Poskitt & C.L. Skeels, 2005.
"Small Concentration Asymptotics and Instrumental Variables Inference,"
Department of Economics - Working Papers Series
948, The University of Melbourne.
- D. S. Poskitt & C. L. Skeels, 2005. "Small Concentration Asymptotics and Instrumental Variables Inference," Monash Econometrics and Business Statistics Working Papers 4/05, Monash University, Department of Econometrics and Business Statistics.
- Christopher L. Skeels & Frank Windmeijer, 2018.
"On the Stock–Yogo Tables,"
Econometrics, MDPI, vol. 6(4), pages 1-23, November.
- Christopher L. Skeels & Frank Windmeijer, 2016. "On the Stock-Yogo Tables," Bristol Economics Discussion Papers 16/679, School of Economics, University of Bristol, UK, revised 25 Nov 2016.
- Emma M. Iglesias & Garry D. A. Phillips, 2012.
"Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(4), pages 505-520, June.
- Iglesias, Emma M. & Phillips, Garry D.A., 2011. "Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments," Cardiff Economics Working Papers E2011/19, Cardiff University, Cardiff Business School, Economics Section.
- David F. Hendry & Peter C.B. Phillips, 2017. "John Denis Sargan at the London School of Economics," Cowles Foundation Discussion Papers 2082, Cowles Foundation for Research in Economics, Yale University.
- Chirok Han & Peter C. B. Phillips, 2006.
"GMM with Many Moment Conditions,"
Econometrica, Econometric Society, vol. 74(1), pages 147-192, January.
- Peter C. B. Phillips & Chirok Han, 2004. "GMM with Many Moment Conditions," Econometric Society 2004 Far Eastern Meetings 525, Econometric Society.
- Chirok Han & Peter C.B. Phillips, 2005. "GMM with Many Moment Conditions," Cowles Foundation Discussion Papers 1515, Cowles Foundation for Research in Economics, Yale University.
- Camponovo, Lorenzo & Matsushita, Yukitoshi & Otsu, Taisuke, 2021. "Relative error accurate statistic based on nonparametric likelihood," LSE Research Online Documents on Economics 107521, London School of Economics and Political Science, LSE Library.
- D. S. Poskitt & C. L. Skeels, 2004. "Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small," Monash Econometrics and Business Statistics Working Papers 19/04, Monash University, Department of Econometrics and Business Statistics.
- Poskitt, D.S. & Skeels, C.L., 2007. "Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small," Journal of Econometrics, Elsevier, vol. 139(1), pages 217-236, July.
- Peter C. B. Phillips, 2017. "Reduced forms and weak instrumentation," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 818-839, October.
- Averi Chakrabarti & Karen A Grépin & Stéphane Helleringer, 2019. "The impact of supplementary immunization activities on routine vaccination coverage: An instrumental variable analysis in five low-income countries," PLOS ONE, Public Library of Science, vol. 14(2), pages 1-11, February.
- Martin T. Robson & Colin Wren, 1999. "Marginal and Average Tax Rates and the Incentive for Self‐Employment," Southern Economic Journal, John Wiley & Sons, vol. 65(4), pages 757-773, April.
- Fernando Broner & Daragh Clancy & Aitor Erce & Alberto Martin, 2022.
"Fiscal Multipliers and Foreign Holdings of Public Debt,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(3), pages 1155-1204.
- Fernando Broner & Daragh Clancy & Alberto Martin & Aitor Erce, 2017. "Fiscal multipliers and foreign holdings of public debt," Economics Working Papers 1610, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2021.
- Fernando Broner & Daragh Clancy & Alberto Martin & Aitor Erce, 2018. "Fiscal multipliers and foreign holdings of public debt," Working Papers 30, European Stability Mechanism.
- Fernando Broner & Daragh Clancy & Alberto Martin & Aitor Erce, 2018. "Fiscal Multipliers and Foreign Holdings of Public Debt," Working Papers 1040, Barcelona School of Economics.
- Clancy, Daragh & Martin, Alberto & Broner, Fernando & Erce, Aitor, 2019. "Fiscal multipliers and foreign holdings of public debt," Working Paper Series 2255, European Central Bank.
- Broner, Fernando & Clancy, Daragh & Erce, Aitor & MartÃn, Alberto, 2018. "Fiscal Multipliers and Foreign Holdings of Public Debt," CEPR Discussion Papers 12960, C.E.P.R. Discussion Papers.
- Vieira, Flávio & MacDonald, Ronald & Damasceno, Aderbal, 2012.
"The role of institutions in cross-section income and panel data growth models: A deeper investigation on the weakness and proliferation of instruments,"
Journal of Comparative Economics, Elsevier, vol. 40(1), pages 127-140.
- Aderbal Damasceno & Ronald MacDonald & Flávio Vieira, 2010. "The role of institutions in cross-section income and panel data growth models: a deeper investigation on the weakness and proliferation of instruments," Working Papers 2010_04, Business School - Economics, University of Glasgow.
- MacDonald, Ronald & Vieira, Flávio & Damasceno, Aderbal, 2010. "The Role of Institutions in Cross-Section Income and Panel Data Growth Models: A Deeper Investigation on the Weakness and Proliferation of Instruments," SIRE Discussion Papers 2010-50, Scottish Institute for Research in Economics (SIRE).
- Anthony Briant & Pierre-Philippe Combes & Miren Lafourcade, 2014.
"Product Complexity, Quality of Institutions and the Protrade Effect of Immigrants,"
The World Economy, Wiley Blackwell, vol. 37(1), pages 63-85, January.
- Anthony Briant & Pierre-Philippe Combes & Miren Lafourcade, 2009. "Product complexity, quality of institutions and the pro-trade effect of immigrants," PSE Working Papers halshs-00566772, HAL.
- Anthony Briant & Pierre-Philippe Combes & Miren Lafourcade, 2009. "Product Complexity, Quality Of Institutions And The Pro-Trade Effect Of Immigrants," PSE Working Papers halshs-00382510, HAL.
- Anthony Briant & Pierre-Philippe Combes & Miren Lafourcade, 2009. "Product Complexity, Quality Of Institutions And The Pro-Trade Effect Of Immigrants," Working Papers halshs-00382510, HAL.
- Anthony Briant & Pierre-Philippe Combes & Miren Lafourcade, 2014. "Product Complexity, Quality of Institutions and the Pro-Trade Effect of Immigrants," PSE-Ecole d'économie de Paris (Postprint) halshs-00942726, HAL.
- Combes, Pierre-Philippe & Lafourcade, Miren & ,, 2009. "Product Complexity, Quality of Institutions and the Pro-Trade Effect of Immigrants," CEPR Discussion Papers 7192, C.E.P.R. Discussion Papers.
- Anthony Briant & Pierre-Philippe Combes & Miren Lafourcade, 2014. "Product Complexity, Quality of Institutions and the Pro-Trade Effect of Immigrants," Post-Print halshs-00942726, HAL.
- Anthony Briant & Pierre-Philippe Combes & Miren Lafourcade, 2009. "Product complexity, quality of institutions and the pro-trade effect of immigrants," Working Papers halshs-00566772, HAL.
- S Anukriti & Catalina Herrera‐Almanza & Praveen K. Pathak & Mahesh Karra, 2020. "Curse of the Mummy‐ji: The Influence of Mothers‐in‐Law on Women in India†," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(5), pages 1328-1351, October.
- Eibich, Peter & Siedler, Thomas, 2020.
"Retirement, intergenerational time transfers, and fertility,"
European Economic Review, Elsevier, vol. 124(C).
- Eibich, Peter & Siedler, Thomas, 2016. "Retirement, intergenerational time transfers and fertility," VfS Annual Conference 2016 (Augsburg): Demographic Change 145746, Verein für Socialpolitik / German Economic Association.
- Peter Eibich & Thomas Siedler, 2020. "Retirement, Intergenerational Time Transfers, and Fertility," SOEPpapers on Multidisciplinary Panel Data Research 1073, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Eibich, Peter & Siedler, Thomas, 2020. "Retirement, Intergenerational Time Transfers, and Fertility," IZA Discussion Papers 12993, Institute of Labor Economics (IZA).
- Mario Jametti & Thomas von Ungern-Sternberg, 2005.
"Assessing the Efficiency of an Insurance Provider—A Measurement Error Approach,"
The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 30(1), pages 15-34, June.
- Mario Jametti & Thomas Ungern-Sternberg, 2005. "Assessing the Efficiency of an Insurance Provider—A Measurement Error Approach," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 30(1), pages 15-34, June.
- Mario Jametti & Thomas von Ungern-Sternberg & Thomas von Ungern-Sternberg, 2003. "Assessing the Efficiency of an Insurance Provider - A Measurement Error Approach," CESifo Working Paper Series 928, CESifo.
- Mario JAMETTI & Thomas VON UNGERN-STERNBERG, 2003. "Assessing the Efficiency of an Insurance Provider - A Measurement Error Approach," Cahiers de Recherches Economiques du Département d'économie 03.05, Université de Lausanne, Faculté des HEC, Département d’économie.
- Yane, Haruka & Yamada, Hiroyuki, 2015. "Import Competition from Neighbors: Impacts on Performances of Enterprises in Vietnam," Conference papers 332621, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ecolet:v:74:y:2001:i:1:p:61-66. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/ecolet .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.