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Instrumental Variable Estimation In A Data Rich Environment

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Cited by:

  1. Simon Freyaldenhoven & Christian Hansen & Jesse M. Shapiro, 2019. "Pre-event Trends in the Panel Event-Study Design," American Economic Review, American Economic Association, vol. 109(9), pages 3307-3338, September.
  2. Gründler, Klaus & Scheuermeyer, Philipp, 2018. "Growth effects of inequality and redistribution: What are the transmission channels?," Journal of Macroeconomics, Elsevier, vol. 55(C), pages 293-313.
  3. Qingliang Fan & Wei Zhong, 2018. "Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(3), pages 388-399, July.
  4. Sinha, Aashima & Kumar Sedai, Ashish & Bahadur Rahut, Dil & Sonobe, Tetsushi, 2024. "Well-being costs of unpaid care: Gendered evidence from a contextualized time-use survey in India," World Development, Elsevier, vol. 173(C).
  5. Norkutė, Milda & Sarafidis, Vasilis & Yamagata, Takashi & Cui, Guowei, 2021. "Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure," Journal of Econometrics, Elsevier, vol. 220(2), pages 416-446.
  6. Hobijn, Bart & Nechio, Fernanda & Shapiro, Adam Hale, 2021. "Using Brexit to identify the nature of price rigidities," Journal of International Economics, Elsevier, vol. 130(C).
  7. Shanker Satyanath & Nico Voigtländer & Hans-Joachim Voth, 2017. "Bowling for Fascism: Social Capital and the Rise of the Nazi Party," Journal of Political Economy, University of Chicago Press, vol. 125(2), pages 478-526.
  8. Parsley, David & Popper, Helen, 2014. "Gauging exchange rate targeting," Journal of International Money and Finance, Elsevier, vol. 43(C), pages 155-166.
  9. Robert Lantis & Erik Nesson, 2024. "The Hot Hand in the NBA 3-Point Contest: The Importance of Location, Location, Location," Journal of Sports Economics, , vol. 25(3), pages 283-321, April.
  10. Çağatay Bircan & Ralph De Haas, 2020. "The Limits of Lending? Banks and Technology Adoption across Russia," The Review of Financial Studies, Society for Financial Studies, vol. 33(2), pages 536-609.
  11. Carrasco, Marine & Tchuente, Guy, 2015. "Regularized LIML for many instruments," Journal of Econometrics, Elsevier, vol. 186(2), pages 427-442.
  12. Tong, Eric, 2017. "US monetary policy and global financial stability," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 466-485.
  13. Tsionas, Mike G., 2016. "Parameters measuring bank risk and their estimation," European Journal of Operational Research, Elsevier, vol. 250(1), pages 291-304.
  14. Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2023. "Informational Content of Factor Structures in Simultaneous Binary Response Models," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, volume 45, pages 385-410, Emerald Group Publishing Limited.
  15. Markowitz, Sara & Nesson, Erik & Robinson, Joshua J., 2019. "The effects of employment on influenza rates," Economics & Human Biology, Elsevier, vol. 34(C), pages 286-295.
  16. Hansen, Christian & Kozbur, Damian, 2014. "Instrumental variables estimation with many weak instruments using regularized JIVE," Journal of Econometrics, Elsevier, vol. 182(2), pages 290-308.
  17. Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata, 2018. "Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure," ISER Discussion Paper 1019, Institute of Social and Economic Research, Osaka University.
  18. Yongfu Huang & Muhammad G. Quibria, 2015. "The global partnership for sustainable development," Natural Resources Forum, Blackwell Publishing, vol. 0(3-4), pages 157-174, August.
  19. DRAMA Bedi Guy Herve, 2018. "Re-Examining the Mean Reversion of Inflation Rate in ECOWAS," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 8(5), pages 653-668, May.
  20. Canarella, Giorgio & Miller, Stephen M., 2018. "The determinants of growth in the U.S. information and communication technology (ICT) industry: A firm-level analysis," Economic Modelling, Elsevier, vol. 70(C), pages 259-271.
  21. Carriero, Andrea & Kapetanios, George & Marcellino, Massilimiano, 2015. "A Shrinkage Instrumental Variable Estimator For Large Datasets," L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(1-2), pages 67-87, Mars-Juin.
  22. M. E. Bontempi & I. Mammi, 2012. "A strategy to reduce the count of moment conditions in panel data GMM," Working Papers wp843, Dipartimento Scienze Economiche, Universita' di Bologna.
  23. Shi, Zhentao, 2016. "Econometric estimation with high-dimensional moment equalities," Journal of Econometrics, Elsevier, vol. 195(1), pages 104-119.
  24. Bai, Jushan & Han, Xu & Shi, Yutang, 2020. "Estimation and inference of change points in high-dimensional factor models," Journal of Econometrics, Elsevier, vol. 219(1), pages 66-100.
  25. Fajeau, Maxime, 2021. "Too much finance or too many weak instruments?," International Economics, Elsevier, vol. 165(C), pages 14-36.
  26. Philipp Gersing & Christoph Rust & Manfred Deistler, 2023. "Weak Factors are Everywhere," Papers 2307.10067, arXiv.org, revised Jan 2024.
  27. Omer Bayar, 2022. "Reducing large datasets to improve the identification of estimated policy rules," Empirical Economics, Springer, vol. 63(1), pages 113-140, July.
  28. Lukoianove, Tatiana & Agarwal, James & Osiyevskyy, Oleksiy, 2022. "Modeling a country's political environment using dynamic factor analysis (DFA): A new methodology for IB research," Journal of World Business, Elsevier, vol. 57(5).
  29. Trapani, Lorenzo, 2013. "On bootstrapping panel factor series," Journal of Econometrics, Elsevier, vol. 172(1), pages 127-141.
  30. Daniele Bianchi & Kenichiro McAlinn, 2018. "Large-Scale Dynamic Predictive Regressions," Papers 1803.06738, arXiv.org.
  31. Jörg Breitung & In Choi, 2013. "Factor models," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 11, pages 249-265, Edward Elgar Publishing.
    • In Choi & Jorg Breitung, 2011. "Factor models," Working Papers 1121, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), revised Dec 2011.
  32. Gagliardini, Patrick & Gouriéroux, Christian, 2017. "Double instrumental variable estimation of interaction models with big data," Journal of Econometrics, Elsevier, vol. 201(2), pages 176-197.
  33. David Parsley & Helen Popper, 2009. "Evaluating Exchange Rate Management An Application to Korea," Working Papers 282009, Hong Kong Institute for Monetary Research.
  34. Stock, James H. & Watson, Mark, 2011. "Dynamic Factor Models," Scholarly Articles 28469541, Harvard University Department of Economics.
  35. Stephen G. Hall & Heather D. Gibson & G. S. Tavlas & Mike G. Tsionas, 2020. "A Monte Carlo Study of Time Varying Coefficient (TVC) Estimation," Computational Economics, Springer;Society for Computational Economics, vol. 56(1), pages 115-130, June.
  36. Ieva Skarda, 2016. "The Political Economy of Foreign Aid Effectiveness," Discussion Papers 16/12, Department of Economics, University of York.
  37. Mike G. Tsionas, 2021. "Multi-criteria optimization in regression," Annals of Operations Research, Springer, vol. 306(1), pages 7-25, November.
  38. Mullings, Robert & Mahabir, Aruneema, 2018. "Growth by Destination: The Role of Trade in Africa’s Recent Growth Episode," World Development, Elsevier, vol. 102(C), pages 243-261.
  39. Carrasco, Marine, 2012. "A regularization approach to the many instruments problem," Journal of Econometrics, Elsevier, vol. 170(2), pages 383-398.
  40. Iyke Bernard Njindan, 2017. "Does Trade Openness Matter for Economic Growth in the CEE Countries?," Review of Economic Perspectives, Sciendo, vol. 17(1), pages 3-24, March.
  41. Jushan Bai & Shuzhong Shi, 2011. "Estimating High Dimensional Covariance Matrices and its Applications," Annals of Economics and Finance, Society for AEF, vol. 12(2), pages 199-215, November.
  42. Striani, Fabrizio, 2023. "Life-cycle consumption and life insurance: Empirical evidence from Italian Survey," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 619(C).
  43. Kapetanios, George & Marcellino, Massimiliano, 2010. "Factor-GMM estimation with large sets of possibly weak instruments," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2655-2675, November.
  44. Qingliang Fan & Zijian Guo & Ziwei Mei, 2022. "A Heteroskedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates," Papers 2205.00171, arXiv.org, revised May 2024.
  45. Gospodinov, Nikolay & Komunjer, Ivana & Ng, Serena, 2017. "Simulated minimum distance estimation of dynamic models with errors-in-variables," Journal of Econometrics, Elsevier, vol. 200(2), pages 181-193.
  46. Norkute, Milda, 2013. "Assessing the New Keynesian Phillips Curve in the Euro Area Using Disaggregate Data," Working Papers 2013:31, Lund University, Department of Economics.
  47. Yoonseok Lee & Yu Zhou, 2015. "Averaged Instrumental Variables Estimators," Center for Policy Research Working Papers 180, Center for Policy Research, Maxwell School, Syracuse University.
  48. Hubert Paul, 2017. "Qualitative and quantitative central bank communication and inflation expectations," The B.E. Journal of Macroeconomics, De Gruyter, vol. 17(1), pages 1-41, January.
  49. Kwok Tong Soo, 2018. "Innovation across cities," Journal of Regional Science, Wiley Blackwell, vol. 58(2), pages 295-314, March.
  50. Takeshima, Hiroyuki & Liu, Yanyan, 2020. "Smallholder mechanization induced by yield-enhancing biological technologies: Evidence from Nepal and Ghana," Agricultural Systems, Elsevier, vol. 184(C).
  51. Dima Bogdan & Dima Ştefana Maria, 2017. "Does Corporate Tax Burden Affect Growth? Evidences from OECD Countries," Journal of Heterodox Economics, Sciendo, vol. 4(2), pages 51-80, December.
  52. Anubha Dhasmana, 2021. "Employment growth in the face of exchange rate uncertainty: The role of trade and foreign equity finance," Southern Economic Journal, John Wiley & Sons, vol. 88(1), pages 79-117, July.
  53. Efthymios G. Tsionas, 2014. "On modeling banking risk," Working Papers 183, Bank of Greece.
  54. Sawssen Nafti, 2021. "Malnutrition and Economic growth, Dynamic panel data analysis of developing countries," Technium Social Sciences Journal, Technium Science, vol. 26(1), pages 455-465, Decembrie.
  55. Ludovica Gambaro & Guido Neidhöfer & C. Katharina Spieß, 2019. "The Effect of Early Childhood Education and Care Services on the Social Integration of Refugee Families," Discussion Papers of DIW Berlin 1828, DIW Berlin, German Institute for Economic Research.
  56. Milda Norkute, 2015. "Can the sectoral New Keynesian Phillips curve explain inflation dynamics in the Euro Area?," Empirical Economics, Springer, vol. 49(4), pages 1191-1216, December.
  57. Bayar, Omer, 2018. "Weak instruments and estimated monetary policy rules," Journal of Macroeconomics, Elsevier, vol. 58(C), pages 308-317.
  58. David M. Vetter & Kaizô I. Beltrão & Rosa M. R. Massena, 2013. "The Impact of the Sense of Security from Crime on Residential Property Values in Brazilian Metropolitan Areas," Research Department Publications IDB-WP-415, Inter-American Development Bank, Research Department.
  59. Wenxi Lu, 2018. "FDI, Service imports and Export development," School of Economics and Public Policy Working Papers 2018-05, University of Adelaide, School of Economics and Public Policy.
  60. Robert G. Blanton & Bryan Early & Dursun Peksen, 2018. "Out of the shadows or into the dark? Economic openness, IMF programs, and the growth of shadow economies," The Review of International Organizations, Springer, vol. 13(2), pages 309-333, June.
  61. Guy Tchuente, 2016. "Estimation of social interaction models using regularization," Studies in Economics 1607, School of Economics, University of Kent.
  62. repec:hal:spmain:info:hdl:2441/2t6uivimtr9438i2qqu6kgfded is not listed on IDEAS
  63. Yongfu Huang & Muhammad G. Quibria, 2015. "The global partnership for sustainable development," Natural Resources Forum, Blackwell Publishing, vol. 39(3-4), pages 157-174, August.
  64. Licheng Xu & Xiaodong Du, 2022. "Land certification, rental market participation, and household welfare in rural China," Agricultural Economics, International Association of Agricultural Economists, vol. 53(1), pages 52-71, January.
  65. Peter Kannen & Julian Donaubauer & Dierk Herzer, 2017. "How do South-South and North-South FDI affect total factor productivity growth in developing countries?," Economics Bulletin, AccessEcon, vol. 37(1), pages 429-439.
  66. Jessie Handbury, 2021. "Are Poor Cities Cheap for Everyone? Non‐Homotheticity and the Cost of Living Across U.S. Cities," Econometrica, Econometric Society, vol. 89(6), pages 2679-2715, November.
  67. In Choi & Dukpa Kim & Yun Jung Kim & Noh‐Sun Kwark, 2018. "A multilevel factor model: Identification, asymptotic theory and applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(3), pages 355-377, April.
  68. Cameron Fen & Samir Undavia, 2022. "Improving Macroeconomic Model Validity and Forecasting Performance with Pooled Country Data using Structural, Reduced Form, and Neural Network Model," Papers 2203.06540, arXiv.org.
  69. RASHID, Furaha Ndakije, 2020. "Is Increasing Input Use For Rice Production A Profitable Proposition In Tanzania?," Review of Agricultural and Applied Economics (RAAE), Faculty of Economics and Management, Slovak Agricultural University in Nitra, vol. 23(2), October.
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  71. Joseph L. Dieleman & Michael Hanlon, 2014. "Measuring The Displacement And Replacement Of Government Health Expenditure," Health Economics, John Wiley & Sons, Ltd., vol. 23(2), pages 129-140, February.
  72. Harun Mirza & Lidia Storjohann, 2014. "Making Weak Instrument Sets Stronger: Factor‐Based Estimation of Inflation Dynamics and a Monetary Policy Rule," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(4), pages 643-664, June.
  73. Goemans, Pascal, 2023. "The impact of public consumption and investment in the euro area during periods of high and normal uncertainty," Economic Modelling, Elsevier, vol. 126(C).
  74. Choi, In, 2012. "Efficient Estimation Of Factor Models," Econometric Theory, Cambridge University Press, vol. 28(2), pages 274-308, April.
  75. In Choi & Hanbat Jeong, 2019. "Model selection for factor analysis: Some new criteria and performance comparisons," Econometric Reviews, Taylor & Francis Journals, vol. 38(6), pages 577-596, July.
  76. Mirza, Harun & Storjohann, Lidia, 2011. "Making a Weak Instrument Set Stronger: Factor-Based Estimation of the Taylor Rule," Bonn Econ Discussion Papers 13/2011, University of Bonn, Bonn Graduate School of Economics (BGSE).
  77. Scheffel, Eric Michael, 2012. "Political uncertainty in a data-rich environment," MPRA Paper 37318, University Library of Munich, Germany.
  78. repec:spo:wpmain:info:hdl:2441/2t6uivimtr9438i2qqu6kgfded is not listed on IDEAS
  79. Jianqing Fan & Kunpeng Li & Yuan Liao, 2020. "Recent Developments on Factor Models and its Applications in Econometric Learning," Papers 2009.10103, arXiv.org.
  80. Guy Tchuente, 2019. "Weak Identification and Estimation of Social Interaction Models," Papers 1902.06143, arXiv.org.
  81. Travaglini, Guido, 2010. "Dynamic Econometric Testing of Climate Change and of its Causes," MPRA Paper 23600, University Library of Munich, Germany.
  82. Uhr, Daniel de Abreu Pereira & Paula, Silvio da Rosa & Fialho, Mariana & Passos, Marcelo de Oliveira & Uhr, Julia Gallego Ziero, 2020. "Economic Growth Channels from Human Capital: A Dynamic Panel Analysis for Brazil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 74(1), March.
  83. Badi H. Baltagi & Chihwa Kao & Long Liu, 2012. "On The Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments," Center for Policy Research Working Papers 143, Center for Policy Research, Maxwell School, Syracuse University.
  84. Paul Hubert, 2014. "Disentangling qualitative and quantitative central bank influence," Working Papers hal-01098464, HAL.
  85. Nikolay Gospodinov & Ivana Komunjer & Serena Ng, 2014. "Minimum Distance Estimation of Dynamic Models with Errors-In-Variables," FRB Atlanta Working Paper 2014-11, Federal Reserve Bank of Atlanta.
  86. Jessie Handbury, 2019. "Are Poor Cities Cheap for Everyone? Non-Homotheticity and the Cost of Living Across U.S. Cities," NBER Working Papers 26574, National Bureau of Economic Research, Inc.
  87. M. E. Bontempi & I. Mammi, 2014. "pca2: implementing a strategy to reduce the instrument count in panel GMM," Working Papers wp960, Dipartimento Scienze Economiche, Universita' di Bologna.
  88. Xu, Licheng & Du, Xiaodong, 2020. "Land certification, rental market participation, and income dynamics in rural China," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304247, Agricultural and Applied Economics Association.
  89. Badi H. Baltagi & Chihwa Kao & Long Liu, 2012. "On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments," Advances in Econometrics, in: 30th Anniversary Edition, pages 199-235, Emerald Group Publishing Limited.
  90. Bai, Jushan & Ng, Serena, 2013. "Principal components estimation and identification of static factors," Journal of Econometrics, Elsevier, vol. 176(1), pages 18-29.
  91. Belloni, Alexandre & Hansen, Christian & Newey, Whitney, 2022. "High-dimensional linear models with many endogenous variables," Journal of Econometrics, Elsevier, vol. 228(1), pages 4-26.
  92. Kihwan Kim & Norman Swanson, 2013. "Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets," Departmental Working Papers 201315, Rutgers University, Department of Economics.
  93. Ashish Patel & Dipender Gill & Paul Newcombe & Stephen Burgess, 2023. "Conditional inference in cis‐Mendelian randomization using weak genetic factors," Biometrics, The International Biometric Society, vol. 79(4), pages 3458-3471, December.
  94. Jiafeng Chen & Daniel L. Chen & Greg Lewis, 2020. "Mostly Harmless Machine Learning: Learning Optimal Instruments in Linear IV Models," Papers 2011.06158, arXiv.org, revised Jun 2021.
  95. Gambaro, Ludovica & Neidhöfer, Guido & Spiess, C. Katharina, 2021. "The effect of early childhood education and care services on the integration of refugee families," Labour Economics, Elsevier, vol. 72(C).
  96. Sirisankanan, Aeggarchat, 2023. "The Response of Household Savings to Anticipated Income Changes: Natural Experiments Using Natural and Non-Natural Factors," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, vol. 48(2), pages 1-31, June.
  97. Nguyen Thi Tuong Anh & Hung Quang Doan & Tuan Anh Bui & Nam Hoang Vu & Duong Thuy Thanh Le, 2022. "A Revisit of Motives for Chinese Outward Foreign Direct Investment: The Role of the Institution in Host Countries," SAGE Open, , vol. 12(4), pages 21582440221, December.
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