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Instrumental Variables: An Econometrician's Perspective
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Cited by:
- Santeramo, Fabio Gaetano & Searle, Stephanie, 2019.
"Linking soy oil demand from the US Renewable Fuel Standard to palm oil expansion through an analysis on vegetable oil price elasticities,"
Energy Policy, Elsevier, vol. 127(C), pages 19-23.
- Santeramo, Fabio Gaetano & Searle, Stephanie, 2018. "Linking soy oil demand from the US Renewable Fuel Standard to palm oil expansion through an analysis on vegetable oil price elasticities," MPRA Paper 90248, University Library of Munich, Germany.
- Blaise Melly und Kaspar W thrich, 2016. "Local quantile treatment effects," Diskussionsschriften dp1605, Universitaet Bern, Departement Volkswirtschaft.
- Kiviet, Jan, 2019.
"Instrument-free inference under confined regressor endogeneity; derivations and applications,"
MPRA Paper
96839, University Library of Munich, Germany.
- Jan F. Kiviet, 2020. "Instrument-free inference under confined regressor endogeneity; derivations and applications," Working Papers 09/2020, Stellenbosch University, Department of Economics.
- Yiming He & Thomas M. Fullerton, 2020. "The economic analysis of instrument variables estimation in dynamic optimal models with an application to the water consumption," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 66(9), pages 413-423.
- Crudu, Federico & Mellace, Giovanni & Sándor, Zsolt, 2021.
"Inference In Instrumental Variable Models With Heteroskedasticity And Many Instruments,"
Econometric Theory, Cambridge University Press, vol. 37(2), pages 281-310, April.
- Federico Crudu & Giovanni Mellace & Zsolt Sandor, 2017. "Inference in instrumental variables models with heteroskedasticity and many instruments," Department of Economics University of Siena 761, Department of Economics, University of Siena.
- Federico Crudu & Giovanni Mellace & Zsolt Sándor, 2020. "Inference in instrumental variables models with heteroskedasticity and many instruments," Department of Economics University of Siena 821, Department of Economics, University of Siena.
- Tinoush Jamali Jaghdani & Ulf Johansen & Maitri Thakur & Thomas Glauben, 2024.
"Salmon trade duration: The application of firm‐level trade transaction data from the Norwegian salmon industry,"
Agribusiness, John Wiley & Sons, Ltd., vol. 40(2), pages 325-348, April.
- Jamali Jaghdani, Tinoush & Johansen, Ulf & Thakur, Maitri & Glauben, Thomas, 2024. "Salmon trade duration: The application of firm‐level trade transaction data from the Norwegian salmon industry," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 40(2), pages 325-348.
- Hakan Yilmazkuday, 2022.
"Inflation and growth: the role of institutions,"
Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(1), pages 167-187, January.
- Hakan Yilmazkuday, 2021. "Inflation and Growth: The Role of Institutions," Working Papers 2119, Florida International University, Department of Economics.
- Jingwen Zhang & Yifang Chen & Amandeep Singh, 2022. "Causal Bandits: Online Decision-Making in Endogenous Settings," Papers 2211.08649, arXiv.org, revised Feb 2023.
- Giovanni Abbiati & Davide Azzolini & Anja Balanskat & Katja Engelhart & Daniela Piazzalunga & Enrico Rettore & Patricia Wastiau, 2023.
"Effects of an Online Self-Assessment Tool on Teachers’ Digital Competencies,"
FBK-IRVAPP Working Papers
2023-01, Research Institute for the Evaluation of Public Policies (IRVAPP), Bruno Kessler Foundation.
- Abbiati, Giovanni & Azzolini, Davide & Balanskat, Anja & Engelhart, Katja & Piazzalunga, Daniela & Rettore, Enrico & Wastiau, Patricia, 2023. "Effects of an Online Self-Assessment Tool on Teachers' Digital Competencies," IZA Discussion Papers 15863, Institute of Labor Economics (IZA).
- Biørn, Erik, 2017. "Identification, Instruments, Omitted Variables, and Rudimentary Models: Fallacies in the ‘Experimental Approach’ to Econometrics," Memorandum 13/2017, Oslo University, Department of Economics.
- Rajeev Darolia & Cory Koedel & Joyce B. Main & Felix Ndashimye & Junpeng Yan, 2020. "High School Course Access and Postsecondary STEM Enrollment and Attainment," Working Papers 2004, Department of Economics, University of Missouri.
- Xuran Wang & Yang Jiang & Nancy R. Zhang & Dylan S. Small, 2018. "Sensitivity analysis and power for instrumental variable studies," Biometrics, The International Biometric Society, vol. 74(4), pages 1150-1160, December.
- Laura E. Dee & Paul J. Ferraro & Christopher N. Severen & Kaitlin A. Kimmel & Elizabeth T. Borer & Jarrett E. K. Byrnes & Adam Thomas Clark & Yann Hautier & Andrew Hector & Xavier Raynaud & Peter B. R, 2023. "Clarifying the effect of biodiversity on productivity in natural ecosystems with longitudinal data and methods for causal inference," Nature Communications, Nature, vol. 14(1), pages 1-12, December.
- Oliver Bischoff & Achim Buchwald, 2018.
"Horizontal and Vertical Firm Networks, Corporate Performance and Product Market Competition,"
Journal of Industry, Competition and Trade, Springer, vol. 18(1), pages 25-45, March.
- Bischoff, Oliver & Buchwald, Achim, 2015. "Horizontal and Vertical Firm Networks, Corporate Performance and Product Market Competition," MPRA Paper 63413, University Library of Munich, Germany.
- Bischoff, Oliver & Buchwald, Achim, 2016. "Horizontal and Vertical Firm Networks, Corporate Performance and Product Market Competition," VfS Annual Conference 2016 (Augsburg): Demographic Change 145730, Verein für Socialpolitik / German Economic Association.
- Frank Windmeijer & Helmut Farbmacher & Neil Davies & George Davey Smith, 2019.
"On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(527), pages 1339-1350, July.
- Frank Windmeijer & Helmut Farbmacher & Neil Davies & George Davey Smith, 2016. "On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments," Bristol Economics Discussion Papers 16/674, School of Economics, University of Bristol, UK, revised 08 Aug 2017.
- Windmeijer, Frank & Farbmacher, Helmut & Davies, Neil & Smith, George Davey, 2017. "On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168196, Verein für Socialpolitik / German Economic Association.
- Windmeijer, F.; Farbmacher, H.; Davies, N.; Davey Smith, G.;, 2017. "On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments," Health, Econometrics and Data Group (HEDG) Working Papers 17/22, HEDG, c/o Department of Economics, University of York.
- Philipp Baumann & Enzo Rossi & Michael Schomaker, 2022.
"Estimating the effect of central bank independence on inflation using longitudinal targeted maximum likelihood estimation,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Machine learning in central banking, volume 57,
Bank for International Settlements.
- Baumann Philipp F. M. & Schomaker Michael & Rossi Enzo, 2021. "Estimating the effect of central bank independence on inflation using longitudinal targeted maximum likelihood estimation," Journal of Causal Inference, De Gruyter, vol. 9(1), pages 109-146, January.
- Philipp F. M. Baumann & Michael Schomaker & Enzo Rossi, 2020. "Estimating the Effect of Central Bank Independence on Inflation Using Longitudinal Targeted Maximum Likelihood Estimation," Papers 2003.02208, arXiv.org, revised May 2021.
- Andrew Chesher & Adam Rosen, 2018.
"Generalized instrumental variable models, methods, and applications,"
CeMMAP working papers
CWP43/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrew Chesher & Adam Rosen, 2019. "Generalized Instrumental Variable Models, Methods, and Applications," CeMMAP working papers CWP41/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Kiviet, Jan F., 2023. "Instrument-free inference under confined regressor endogeneity and mild regularity," Econometrics and Statistics, Elsevier, vol. 25(C), pages 1-22.
- Thomas von Brasch & Arvid Raknerud, 2021. "A two-stage pooled panel data estimator of demand elasticities," Discussion Papers 951, Statistics Norway, Research Department.
- Frank Windmeijer & Xiaoran Liang & Fernando P. Hartwig & Jack Bowden, 2021.
"The confidence interval method for selecting valid instrumental variables,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(4), pages 752-776, September.
- Frank Windmeijer & Xiaoran Liang & Fernando P Hartwig & Jack Bowden, 2019. "The Confidence Interval Method for Selecting Valid Instrumental Variables," Bristol Economics Discussion Papers 19/715, School of Economics, University of Bristol, UK.
- Jordà, Òscar & Schularick, Moritz & Taylor, Alan M., 2020.
"The effects of quasi-random monetary experiments,"
Journal of Monetary Economics, Elsevier, vol. 112(C), pages 22-40.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2017. "The effects of quasi-random monetary experiments," NBER Working Papers 23074, National Bureau of Economic Research, Inc.
- Taylor, Alan M. & Schularick, Moritz & Jordà , Òscar, 2017. "The effects of quasi-random monetary experiments," CEPR Discussion Papers 11801, C.E.P.R. Discussion Papers.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2018. "Effects of Quasi-Random Monetary Experiments," Working Paper Series 2017-02, Federal Reserve Bank of San Francisco.
- Peter Bühlmann & Domagoj Ćevid, 2020. "Deconfounding and Causal Regularisation for Stability and External Validity," International Statistical Review, International Statistical Institute, vol. 88(S1), pages 114-134, December.
- Huber Martin & Wüthrich Kaspar, 2019.
"Local Average and Quantile Treatment Effects Under Endogeneity: A Review,"
Journal of Econometric Methods, De Gruyter, vol. 8(1), pages 1-27, January.
- Huber, Martin & Wüthrich, Kaspar, 2019. "Local Average and Quantile Treatment Effects Under Endogeneity: A Review," University of California at San Diego, Economics Working Paper Series qt4j29d8sc, Department of Economics, UC San Diego.
- Lota Tamini & Ibrahima Bocoum & Ghislain Auger & Kotchikpa Gabriel Lawin & Arahama Traoré, 2019. "Enhanced Microfinance Services and Agricultural Best Management Practices: What Benefits for Smallholders Farmers? An Evidence from Burkina Faso," CIRANO Working Papers 2019s-11, CIRANO.
- Huber, Martin & Wüthrich, Kaspar, 2017. "Evaluating local average and quantile treatment effects under endogeneity based on instruments: a review," FSES Working Papers 479, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
- Ertefaie Ashkan & Small Dylan & Flory James & Hennessy Sean, 2016. "Selection Bias When Using Instrumental Variable Methods to Compare Two Treatments But More Than Two Treatments Are Available," The International Journal of Biostatistics, De Gruyter, vol. 12(1), pages 219-232, May.
- Liana Jacobi & Nhung Nghiem & Andrés Ramírez‐Hassan & Tony Blakely, 2021. "Food Price Elasticities for Policy Interventions: Estimates from a Virtual Supermarket Experiment in a Multistage Demand Analysis with (Expert) Prior Information," The Economic Record, The Economic Society of Australia, vol. 97(319), pages 457-490, December.
- Philip DeCicca & Donald Kenkel & Feng Liu, 2015.
"Reservation Prices: An Economic Analysis of Cigarette Purchases on Indian Reservations,"
National Tax Journal, National Tax Association;National Tax Journal, vol. 68(1), pages 93-118, March.
- Philip DeCicca & Donald S. Kenkel & Feng Liu, 2014. "Reservation Prices: An Economic Analysis of Cigarette Purchases on Indian Reservations," NBER Working Papers 20778, National Bureau of Economic Research, Inc.
- Michel Dumont, 2015. "Working Paper 05-15 - Evaluation of federal tax incentives for private R&D in Belgium: An update," Working Papers 1505, Federal Planning Bureau, Belgium.
- Mari, Gabriele & Keizer, Renske, 2020. "Families of Austerity: Welfare Cuts and Family Stress in Britain," SocArXiv vdej8, Center for Open Science.
- Sun, Zhenting, 2023. "Instrument validity for heterogeneous causal effects," Journal of Econometrics, Elsevier, vol. 237(2).
- Jan F. Kiviet, 2020.
"Causes Of Haze And Its Health Effects In Singapore: A Replication Study,"
The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 65(06), pages 1367-1387, December.
- Kiviet, Jan, 2019. "Causes of haze and its health effects in Singapore; a replication study," MPRA Paper 96950, University Library of Munich, Germany.
- Jan F. Kiviet, 2020. "Causes of haze and its health effects in Singapore: a replication study," Working Papers 10/2020, Stellenbosch University, Department of Economics.
- Thomas Cornelissen & Christian Dustmann, 2019.
"Early School Exposure, Test Scores, and Noncognitive Outcomes,"
American Economic Journal: Economic Policy, American Economic Association, vol. 11(2), pages 35-63, May.
- Thomas Cornelissen & Christian Dustmann, 2019. "Early School Exposure, Test Scores, and Noncognitive Outcomes," RF Berlin - CReAM Discussion Paper Series 1903, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
- Hyunseung Kang & Laura Peck & Luke Keele, 2018. "Inference for instrumental variables: a randomization inference approach," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 181(4), pages 1231-1254, October.
- Luis Antonio Fantozzi Alvarez & Rodrigo Toneto, 2024. "The interpretation of 2SLS with a continuous instrument: a weighted LATE representation," Working Papers, Department of Economics 2024_11, University of São Paulo (FEA-USP).
- Xi Chen & Ralf van der Lans & Michael Trusov, 2021. "Efficient Estimation of Network Games of Incomplete Information: Application to Large Online Social Networks," Management Science, INFORMS, vol. 67(12), pages 7575-7598, December.
- Kédagni, Désiré, 2023.
"Identifying treatment effects in the presence of confounded types,"
Journal of Econometrics, Elsevier, vol. 234(2), pages 479-511.
- Kedagni, Desire, 2018. "Identifying Treatment Effects in the Presence of Confounded Types," ISU General Staff Papers 201809110700001056, Iowa State University, Department of Economics.
- Kedagni, Desire, 2021. "Identifying treatment effects in the presence of confounded types," ISU General Staff Papers 202106050700001056, Iowa State University, Department of Economics.
- Battey, Heather & Feng, Qiang & Smith, Richard J., 2016. "Improving confidence set estimation when parameters are weakly identified," Statistics & Probability Letters, Elsevier, vol. 118(C), pages 117-123.
- Stefan Wager & Kuang Xu, 2021. "Experimenting in Equilibrium," Management Science, INFORMS, vol. 67(11), pages 6694-6715, November.
- Jin Li & Ye Luo & Xiaowei Zhang, 2021. "Causal Reinforcement Learning: An Instrumental Variable Approach," Papers 2103.04021, arXiv.org, revised Sep 2022.
- Almeida, Carlo Alano Soares de & Fernandes, Kaio César & Oliveira, Denison Murilo de & Rocha, Leonardo Andrade & Silva, Napiê Galvê Araújo, 2020. "Growth and heterogeneity of human capital: effects of the expansion of higher education on the income increase in Brazilian municipalities," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
- Peter Hull & Michal Kolesár & Christopher Walters, 2022.
"Labor by design: contributions of David Card, Joshua Angrist, and Guido Imbens,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 124(3), pages 603-645, July.
- Peter Hull & Michal Koles'ar & Christopher Walters, 2022. "Labour by Design: Contributions of David Card, Joshua Angrist, and Guido Imbens," Papers 2203.16405, arXiv.org.
- Guido W. Imbens, 2022. "Causality in Econometrics: Choice vs Chance," Econometrica, Econometric Society, vol. 90(6), pages 2541-2566, November.
- Dalia Ghanem & Aaron Smith, 2022. "Causality in structural vector autoregressions: Science or sorcery?," American Journal of Agricultural Economics, John Wiley & Sons, vol. 104(3), pages 881-904, May.
- Alvarez, Luis A.F. & Toneto, Rodrigo, 2024. "The interpretation of 2SLS with a continuous instrument: A weighted LATE representation," Economics Letters, Elsevier, vol. 237(C).
- Alderighi, Stefano & Cleary, Siobhan & Varanasi, Padmasai, 2019. "Do institutional factors influence cross-border portfolio equity flows? New evidence from emerging markets," Journal of International Money and Finance, Elsevier, vol. 99(C).
- Vassilios Bazinas & Bent Nielsen, 2022.
"Causal Transmission in Reduced-Form Models,"
Econometrics, MDPI, vol. 10(2), pages 1-25, March.
- Vassili Bazinas & Bent Nielsen, 2015. "Causal transmission in reduced-form models," Economics Papers 2015-W07, Economics Group, Nuffield College, University of Oxford.
- Kim Kwangho & Kennedy Edward H. & Naimi Ashley I., 2021. "Incremental intervention effects in studies with dropout and many timepoints#," Journal of Causal Inference, De Gruyter, vol. 9(1), pages 302-344, January.
- Aepli, Manuel, 2019. "Technological change and occupation mobility: A task-based approach to horizontal mismatch," GLO Discussion Paper Series 361, Global Labor Organization (GLO).
- Joachim Merz, 2022. "Are Retirees More Satisfied? Anticipation and Adaptation Effects: A Causal Panel Analysis of German Statutory Insured and Civil Service Pensioners," SOEPpapers on Multidisciplinary Panel Data Research 1163, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Guido W. Imbens, 2020.
"Potential Outcome and Directed Acyclic Graph Approaches to Causality: Relevance for Empirical Practice in Economics,"
Journal of Economic Literature, American Economic Association, vol. 58(4), pages 1129-1179, December.
- Guido Imbens, 2019. "Potential Outcome and Directed Acyclic Graph Approaches to Causality: Relevance for Empirical Practice in Economics," NBER Working Papers 26104, National Bureau of Economic Research, Inc.
- Hryckiewicz, Aneta & Kryg, Natalia & Tsomocos, Dimitrios P., 2023. "Bank resolution mechanisms revisited: Towards a new era of restructuring," Journal of Financial Stability, Elsevier, vol. 67(C).
- Han Zhang & Jing Qin & Sonja I. Berndt & Demetrius Albanes & Lu Deng & Mitchell H. Gail & Kai Yu, 2020. "On Mendelian randomization analysis of case‐control study," Biometrics, The International Biometric Society, vol. 76(2), pages 380-391, June.
- Shuang Chen, 2022. "The Positive Effect of Women’s Education on Fertility in Low-Fertility China," European Journal of Population, Springer;European Association for Population Studies, vol. 38(1), pages 125-161, March.
- Das, Tirthatanmoy & Polachek, Solomon, 2019. "A New Strategy to Identify Causal Relationships: Estimating a Binding Average Treatment Effect," IZA Discussion Papers 12766, Institute of Labor Economics (IZA).
- Yinchu Zhu, 2021. "Phase transition of the monotonicity assumption in learning local average treatment effects," Papers 2103.13369, arXiv.org.
- Susan Athey & Guido W. Imbens, 2017.
"The State of Applied Econometrics: Causality and Policy Evaluation,"
Journal of Economic Perspectives, American Economic Association, vol. 31(2), pages 3-32, Spring.
- Susan Athey & Guido Imbens, 2016. "The State of Applied Econometrics - Causality and Policy Evaluation," Papers 1607.00699, arXiv.org.
- Huang, Linyuan & Xie, Rui & Yang, Guohao, 2022. "The impact of lockdown on air pollution: Evidence from an instrument," China Economic Review, Elsevier, vol. 71(C).
- Zhenting Sun & Kaspar Wuthrich, 2022. "Pairwise Valid Instruments," Papers 2203.08050, arXiv.org, revised Jan 2024.
- Qin, Duo, 2014. "Resurgence of instrument variable estimation and fallacy of endogeneity," Economics Discussion Papers 2014-42, Kiel Institute for the World Economy (IfW Kiel).