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The Bias of Instrumental Variable Estimators

Citations

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Cited by:

  1. Paul A. Bekker & Jan van der Ploeg, 2000. "Instrumental Variable Estimation Based on Grouped Data," Econometric Society World Congress 2000 Contributed Papers 1862, Econometric Society.
  2. Chuanming Gao & Kajal Lahiri, 2000. "A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments," Econometric Society World Congress 2000 Contributed Papers 0230, Econometric Society.
  3. Markus Frölich & Michael Lechner, 2004. "Regional treatment intensity as an instrument for the evaluation of labour market policies," University of St. Gallen Department of Economics working paper series 2004 2004-08, Department of Economics, University of St. Gallen.
  4. Dufour, J.M., 2001. "Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie," Cahiers de recherche 2001-15, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  5. Gyuhyeong Goh & Jisang Yu, 2022. "Causal inference with some invalid instrumental variables: A quasi‐Bayesian approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(6), pages 1432-1451, December.
  6. Frölich, Markus & Lechner, Michael, 2010. "Exploiting Regional Treatment Intensity for the Evaluation of Labor Market Policies," Journal of the American Statistical Association, American Statistical Association, vol. 105(491), pages 1014-1029.
  7. Maurice Bun & Frank Windmeijer, 2010. "A comparison of bias approximations for the 2SLS estimator," CeMMAP working papers CWP07/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  8. Jean-Louis ARCAND & Béatrice D'HOMBRES, 2002. "Explaining the Negative Coefficient Associated with Human Capital in Augmented Solow Growth Regressions," Working Papers 200227, CERDI.
  9. Maurice J. G. Bun & Frank Windmeijer, 2010. "The weak instrument problem of the system GMM estimator in dynamic panel data models," Econometrics Journal, Royal Economic Society, vol. 13(1), pages 95-126, February.
  10. Christopher L. Skeels & Frank Windmeijer, 2018. "On the Stock–Yogo Tables," Econometrics, MDPI, vol. 6(4), pages 1-23, November.
  11. You, Wen & Davis, George C. & Nayga, Rodolfo M., Jr. & McIntosh, Alex, 2005. "Parental Time and Children's Obesity Measures," 2005 Annual meeting, July 24-27, Providence, RI 19386, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  12. Kim, Yun-Yeong, 2011. "An asymptotic variance inequality for instrumental variable estimators signaling proportional bias increases," Economics Letters, Elsevier, vol. 112(1), pages 53-55, July.
  13. Aiwei Huang & Madhurima Chandra & Laura Malkhasyan, 2021. "Weak Instrumental Variables: Limitations of Traditional 2SLS and Exploring Alternative Instrumental Variable Estimators," Papers 2104.12370, arXiv.org.
  14. Zhenhong Huang & Chen Wang & Jianfeng Yao, 2023. "A specification test for the strength of instrumental variables," Papers 2302.14396, arXiv.org.
  15. Blomquist, Soren & Dahlberg, Matz, 1999. "Small Sample Properties of LIML and Jackknife IV Estimators: Experiments with Weak Instruments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(1), pages 69-88, Jan.-Feb..
  16. M. Christopher Auld, 2012. "Using Observational Data to Identify the Causal Effects of Health-related Behaviour," Chapters, in: Andrew M. Jones (ed.), The Elgar Companion to Health Economics, Second Edition, chapter 4, Edward Elgar Publishing.
  17. Phillips, Garry D. A., 2000. "An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models," Journal of Econometrics, Elsevier, vol. 97(2), pages 345-364, August.
  18. John Bound & David A. Jaeger & Regina Baker, 1993. "The Cure Can Be Worse than the Disease: A Cautionary Tale Regarding Instrumental Variables," NBER Technical Working Papers 0137, National Bureau of Economic Research, Inc.
  19. Carrasco, Marine & Kotchoni, Rachidi, 2017. "Efficient Estimation Using The Characteristic Function," Econometric Theory, Cambridge University Press, vol. 33(2), pages 479-526, April.
  20. Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2006. "Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1707-1727.
  21. Chao, John & Swanson, Norman R., 2007. "Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction," Journal of Econometrics, Elsevier, vol. 137(2), pages 515-555, April.
  22. DUFOUR, Jean-Marie & JASIAK, Joanna, 1998. "Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors," Cahiers de recherche 9812, Universite de Montreal, Departement de sciences economiques.
  23. Lazarus, Sheryl S. & McCullough, Gerard J., 2005. "The Impact of Outsourcing on Efficiency in Rural and Nonrural School Districts: The Case of Pupil Transportation in Minnesota," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 35(1), pages 1-14.
  24. Guilhem Bascle, 2008. "Controlling for endogeneity with instrumental variables in strategic management research," Post-Print hal-00576795, HAL.
  25. Yehonatan Givati & Ugo Troiano, 2012. "Law, Economics, and Culture: Theory of Mandated Benefits and Evidence from Maternity Leave Policies," Journal of Law and Economics, University of Chicago Press, vol. 55(2), pages 339-364.
  26. Blomquist, Soren, 1996. "Estimation methods for male labor supply functions How to take account of nonlinear taxes," Journal of Econometrics, Elsevier, vol. 70(2), pages 383-405, February.
  27. Wilson, Daniel J., 2000. "Estimating Returns to Scale: Lo, Still No Balance," Journal of Macroeconomics, Elsevier, vol. 22(2), pages 285-314, April.
  28. Andrea F. Presbitero, 2006. "Institutions and geography as sources of economic development," Journal of International Development, John Wiley & Sons, Ltd., vol. 18(3), pages 351-378.
  29. Jean‐Marie Dufour, 2003. "Identification, weak instruments, and statistical inference in econometrics," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 36(4), pages 767-808, November.
  30. Angrist, J D & Imbens, G W & Krueger, A B, 1999. "Jackknife Instrumental Variables Estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(1), pages 57-67, Jan.-Feb..
  31. John C. Ham & John H. Kagel & Steven F. Lehrer, 2000. "Randomization, Endogeneity and Laboratory Experiments," Econometric Society World Congress 2000 Contributed Papers 1524, Econometric Society.
  32. Gao, Chuanming & Lahiri, Kajal, 2000. "Further consequences of viewing LIML as an iterated Aitken estimator," Journal of Econometrics, Elsevier, vol. 98(2), pages 187-202, October.
  33. Lopez, Alberto, 2008. "Determinants of R&D cooperation: Evidence from Spanish manufacturing firms," International Journal of Industrial Organization, Elsevier, vol. 26(1), pages 113-136, January.
  34. Chuanming Gao & Kajal Lahiri, 2019. "A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments," Econometrics, MDPI, vol. 7(3), pages 1-28, July.
  35. Gaynor, Martin & Anderson, Gerard F., 1995. "Uncertain demand, the structure of hospital costs, and the cost of empty hospital beds," Journal of Health Economics, Elsevier, vol. 14(3), pages 291-317, August.
  36. Ekaterini Panopoulou & Nicolaos Kourogenis & Nikitas Pittis, 2006. "Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots," Economics Department Working Paper Series n1620106.pdf, Department of Economics, National University of Ireland - Maynooth.
  37. John Shea, 1997. "Instrument Relevance in Multivariate Linear Models: A Simple Measure," The Review of Economics and Statistics, MIT Press, vol. 79(2), pages 348-352, May.
  38. Bun, Maurice J.G. & Windmeijer, Frank, 2011. "A comparison of bias approximations for the two-stage least squares (2SLS) estimator," Economics Letters, Elsevier, vol. 113(1), pages 76-79, October.
  39. Li, Qiang & An, Lian & Zhang, Ren, 2023. "Corruption drives brain drain: Cross-country evidence from machine learning," Economic Modelling, Elsevier, vol. 126(C).
  40. Dufour, Jean-Marie, 2001. "Logique et tests d’hypothèses," L'Actualité Economique, Société Canadienne de Science Economique, vol. 77(2), pages 171-190, juin.
  41. 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.
  42. Mochen Yang & Edward McFowland & Gordon Burtch & Gediminas Adomavicius, 2022. "Achieving Reliable Causal Inference with Data-Mined Variables: A Random Forest Approach to the Measurement Error Problem," INFORMS Joural on Data Science, INFORMS, vol. 1(2), pages 138-155, October.
  43. Fernanda Peixe & Alastair Hall & Kostas Kyriakoulis, 2006. "The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution," Econometric Reviews, Taylor & Francis Journals, vol. 25(1), pages 117-138.
  44. Danielsson, Jon & Love, Ryan, 2004. "Feedback trading," LSE Research Online Documents on Economics 24760, London School of Economics and Political Science, LSE Library.
  45. Jean-Louis ARCAND & Béatrice D'HOMBRES & Paul GYSELINCK, 2004. "Instrument Choice and the Returns to Education: New Evidence from Vietnam," Working Papers 200422, CERDI.
  46. Kenneth A. Bollen & James B. Kirby & Patrick J. Curran & Pamela M. Paxton & Feinian Chen, 2007. "Latent Variable Models Under Misspecification: Two-Stage Least Squares (2SLS) and Maximum Likelihood (ML) Estimators," Sociological Methods & Research, , vol. 36(1), pages 48-86, August.
  47. Gérard P. Cachon & Santiago Gallino & Marcelo Olivares, 2019. "Does Adding Inventory Increase Sales? Evidence of a Scarcity Effect in U.S. Automobile Dealerships," Management Science, INFORMS, vol. 65(4), pages 1469-1485, April.
  48. Joachim Inkmann, 2010. "Estimating Firm Size Elasticities of Product and Process R&D," Economica, London School of Economics and Political Science, vol. 77(306), pages 384-402, April.
  49. Jondeau, Eric & Le Bihan, Hervé, 2008. "Examining bias in estimators of linear rational expectations models under misspecification," Journal of Econometrics, Elsevier, vol. 143(2), pages 375-395, April.
  50. 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.
  51. Chad Syverson, 2004. "Market Structure and Productivity: A Concrete Example," Journal of Political Economy, University of Chicago Press, vol. 112(6), pages 1181-1222, December.
  52. Ahsan, Md. Nazmul & Dufour, Jean-Marie, 2021. "Simple estimators and inference for higher-order stochastic volatility models," Journal of Econometrics, Elsevier, vol. 224(1), pages 181-197.
  53. Peter Ebbes, 2007. "A non-technical guide to instrumental variables and regressor-error dependencies (in Russian)," Quantile, Quantile, issue 2, pages 3-20, March.
  54. Yun-Yeong Kim & Joon Y. Park, 1999. "The Asymptotic Variance Bound for Instrumental Variables Estimators," Working Paper Series no10, Institute of Economic Research, Seoul National University.
  55. Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "International Financial Markets," Post-Print halshs-02183053, HAL.
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