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Improved JIVE Estimators for Overidentified Linear Models with and without Heteroskedasticity
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Cited by:
- Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen & John C. Chao & Norman R. Swanson, 2012.
"Instrumental variable estimation with heteroskedasticity and many instruments,"
Quantitative Economics, Econometric Society, vol. 3(2), pages 211-255, July.
- Jerry Hausman & Whitney K. Newey & Tiemen M. Woutersen & John Chao & Norman Swanson, 2007. "Instrumental variable estimation with heteroskedasticity and many instruments," CeMMAP working papers CWP22/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011. "Instrumental Variable Estimation with Heteroskedasticity and Many Instruments," Departmental Working Papers 201111, Rutgers University, Department of Economics.
- Hausman & Newey & Woutersen & Chao & Swanson, 2009. "Instrumental Variable Estimation with Heteroskedasticity and Many Instruments," Economics Working Paper Archive 566, The Johns Hopkins University,Department of Economics.
- Bekker, Paul A. & Crudu, Federico, 2012. "Symmetric Jackknife Instrumental Variable Estimation," MPRA Paper 37853, University Library of Munich, Germany.
- Isaiah Andrews & Timothy B. Armstrong, 2017.
"Unbiased instrumental variables estimation under known first‐stage sign,"
Quantitative Economics, Econometric Society, vol. 8(2), pages 479-503, July.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R5, Cowles Foundation for Research in Economics, Yale University, revised Nov 2016.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2015.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R2, Cowles Foundation for Research in Economics, Yale University, revised Sep 2015.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984, Cowles Foundation for Research in Economics, Yale University.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R3, Cowles Foundation for Research in Economics, Yale University, revised Oct 2015.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R4, Cowles Foundation for Research in Economics, Yale University, revised Apr 2016.
- Matsushita, Yukitoshi & Otsu, Taisuke, 2024. "A jackknife Lagrange multiplier test with many weak instruments," LSE Research Online Documents on Economics 116392, London School of Economics and Political Science, LSE Library.
- Devereux, Paul J., 2007.
"Improved Errors-in-Variables Estimators for Grouped Data,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 278-287, July.
- Paul J Devereux, 2006. "Improved Errors-in-Variables Estimators for Grouped Data," Working Papers 200602, School of Economics, University College Dublin.
- Devereux, Paul J., 2007. "Improved Errors-in-Variables Estimators for Grouped Data," CEPR Discussion Papers 6167, C.E.P.R. Discussion Papers.
- Chao, John C. & Hausman, Jerry A. & Newey, Whitney K. & Swanson, Norman R. & Woutersen, Tiemen, 2014.
"Testing overidentifying restrictions with many instruments and heteroskedasticity,"
Journal of Econometrics, Elsevier, vol. 178(P1), pages 15-21.
- Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011. "Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity," Departmental Working Papers 201118, Rutgers University, Department of Economics.
- Devereux, Paul J. & Fan, Wen, 2011.
"Earnings returns to the British education expansion,"
Economics of Education Review, Elsevier, vol. 30(6), pages 1153-1166.
- Paul J. Devereux & Fan Wen, 2011. "Earnings Returns to the British Education Expansion," Working Papers 201111, School of Economics, University College Dublin.
- Eric Gautier & Christiern Rose, 2022. "Fast, Robust Inference for Linear Instrumental Variables Models using Self-Normalized Moments," Papers 2211.02249, arXiv.org, revised Nov 2022.
- Michal Kolesár & Raj Chetty & John Friedman & Edward Glaeser & Guido W. Imbens, 2015.
"Identification and Inference With Many Invalid Instruments,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(4), pages 474-484, October.
- Michal Kolesár & Raj Chetty & John N. Friedman & Edward L. Glaeser & Guido W. Imbens, 2011. "Identification and Inference with Many Invalid Instruments," NBER Working Papers 17519, National Bureau of Economic Research, Inc.
- Kolesar, Michal & Chetty, Raj & Friedman, John & Glaeser, Edward Ludwig & Imbens, Guido, 2015. "Identification and Inference With Many Invalid Instruments," Scholarly Articles 27769098, Harvard University Department of Economics.
- Phillips, Garry D.A. & Liu-Evans, Gareth, 2016. "Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 734-762.
- Jörn-Steffen Pischke & Hannes Schwandt, 2012.
"A Cautionary Note on Using Industry Affiliation to Predict Income,"
NBER Working Papers
18384, National Bureau of Economic Research, Inc.
- Pischke, Jorn-Steffen & Schwandt, Hannes, 2012. "A Cautionary Note on Using Industry Affiliation to Predict Income," CEPR Discussion Papers 9131, C.E.P.R. Discussion Papers.
- Jörn-Steffen Pischke & Hannes Schwandt, 2012. "A Cautionary Note on Using Industry Affiliation to Predict Income," CEP Discussion Papers dp1163, Centre for Economic Performance, LSE.
- Pischke, Jörn-Steffen & Schwandt, Hannes, 2012. "A Cautionary Note on Using Industry Affiliation to Predict Income," IZA Discussion Papers 6840, Institute of Labor Economics (IZA).
- Pischke, Jörn-Steffen & Schwandt, Hannes, 2012. "A cautionary note on using industry affiliation to predict income," LSE Research Online Documents on Economics 51508, London School of Economics and Political Science, LSE Library.
- Carlos Velasco & Xuexin Wang, 2021. "Instrumental variable estimation via a continuum of instruments with an application to estimating the elasticity of intertemporal substitution in consumption," Working Papers 2024-09-06, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Chao, John C. & Swanson, Norman R. & Hausman, Jerry A. & Newey, Whitney K. & Woutersen, Tiemen, 2012.
"Asymptotic Distribution Of Jive In A Heteroskedastic Iv Regression With Many Instruments,"
Econometric Theory, Cambridge University Press, vol. 28(1), pages 42-86, February.
- Chao & Swanson & Hausman & Newey & Woutersen, 2010. "Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments," Economics Working Paper Archive 567, The Johns Hopkins University,Department of Economics.
- Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011. "Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments," Departmental Working Papers 201110, Rutgers University, Department of Economics.
- Singer, Gregor, 2024.
"Complementary inputs and industrial development: can lower electricity prices improve energy efficiency?,"
LSE Research Online Documents on Economics
122365, London School of Economics and Political Science, LSE Library.
- Gregor Singer, 2024. "Complementary Inputs and Industrial Development: Can Lower Electricity Prices Improve Energy Efficiency?," CESifo Working Paper Series 10944, CESifo.
- John C. Chao & Jerry A. Hausman & Whitney K. Newey & Norman R. Swanson & Tiemen Woutersen, 2012.
"Combining Two Consistent Estimators,"
Advances in Econometrics, in: Essays in Honor of Jerry Hausman, pages 33-53,
Emerald Group Publishing Limited.
- John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen, 2013. "Combining Two Consistent Estimators," Departmental Working Papers 201310, Rutgers University, Department of Economics.
- Daniel A. Ackerberg & Paul J. Devereux, 2009.
"Improved JIVE Estimators for Overidentified Linear Models with and without Heteroskedasticity,"
The Review of Economics and Statistics, MIT Press, vol. 91(2), pages 351-362, May.
- Ackerberg, Daniel & Devereux, Paul J., 2008. "Improved JIVE Estimators for Overidentified Linear Models with and without Heteroskedasticity," CEPR Discussion Papers 6926, C.E.P.R. Discussion Papers.
- Daniel A. Ackerberg & Paul J. Devereux, 2008. "Improved Jive Estimators for Overidentified Linear Models with and without Heteroskedasticity," Working Papers 200817, School of Economics, University College Dublin.
- Jörn-Steffen Pischke, 2011.
"Money and Happiness: Evidence from the Industry Wage Structure,"
NBER Working Papers
17056, National Bureau of Economic Research, Inc.
- Pischke, Jorn-Steffen, 2011. "Money and Happiness: Evidence from the Industry Wage Structure," CEPR Discussion Papers 8409, C.E.P.R. Discussion Papers.
- Jörn-Steffen Pischke, 2011. "Money and Happiness: Evidence from the Industry Wage Structure," CEP Discussion Papers dp1051, Centre for Economic Performance, LSE.
- Pischke, Jörn-Steffen, 2011. "Money and Happiness: Evidence from the Industry Wage Structure," IZA Discussion Papers 5705, Institute of Labor Economics (IZA).
- Benjamin G. Hyman, 2022. "Can Displaced Labor Be Retrained? Evidence from Quasi-Random Assignment to Trade Adjustment Assistance," Working Papers 22-05, Center for Economic Studies, U.S. Census Bureau.
- Chao, John C. & Swanson, Norman R. & Woutersen, Tiemen, 2023. "Jackknife estimation of a cluster-sample IV regression model with many weak instruments," Journal of Econometrics, Elsevier, vol. 235(2), pages 1747-1769.
- Kirill S. Evdokimov & Michal Kolesár, 2018. "Inference in Instrumental Variable Regression Analysis with Heterogeneous Treatment Effects," Working Papers 2018-16, Princeton University. Economics Department..
- Keisuke Hirano & Jack R. Porter, 2015. "Location Properties of Point Estimators in Linear Instrumental Variables and Related Models," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 720-733, December.
- Michal Kolesár, 2013. "Estimation in an Instrumental Variables Model With Treatment Effect Heterogeneity," Working Papers 2013-2, Princeton University. Economics Department..
- Abadie, Alberto & Gu, Jiaying & Shen, Shu, 2024. "Instrumental variable estimation with first-stage heterogeneity," Journal of Econometrics, Elsevier, vol. 240(2).
- Johannes W. Ligtenberg, 2023. "Inference in IV models with clustered dependence, many instruments and weak identification," Papers 2306.08559, arXiv.org, revised Mar 2024.
- Lei Bill Wang, 2023. "Estimating overidentified linear models with heteroskedasticity and outliers," Papers 2305.17615, arXiv.org, revised Aug 2024.
- Tom Boot & Didier Nibbering, 2024. "Inference on LATEs with covariates," Papers 2402.12607, arXiv.org, revised Nov 2024.