... for **instrumental** **variables** estimation of linear models with conditional ...side **variables** onto the instrument space, and for conditional heteroskedasticity and serial correlation of the ...

35

... selection criterion is optimal in the sense that the selected estimate asymptotically achieves the lowest possible mean squared error among all candidates. To account for model uncertainty, we introduce a new model ...

46

... with **Instrumental** **Variables** Estimation When the Correlation Between the Instruments and the Endogenous Explanatory Variable is Weak,” Journal of the American Statistical Association 90 (430), ...

12

... Our main contributions are as follows. First, we provide confidence sets for a vector of functions of β. Some of our confidence sets are uniform over identifiable parameter vectors and the distribu- tion of the data ...

63

... Instruments are increasingly used in the study of health outcomes; see, for exam- ple, McClellan et al. (1994), Lalani et al. (2010) and Lorch et al. (2012). Outside of randomized clinical trials, the treatment a patient ...

161

... The challenge then to estimate the causal effects of knifing off from past criminogenic influences is to either understand and measure the mechanisms by which individuals select into certain environments and institutions ...

22

... This paper discusses the finite sample bias of analogue bounds under the monotone **instrumental** **variables** assumption. By analyzing the bias func- tion, we first propose a conservative estimator which is ...

43

... Economic quantities are frequently measured with error, particularly if longitudinal infor- mation is collected through one-time retrospective surveys, which are notoriously susceptible to recall errors. If the ...

48

... Monotone **Instrumental** **Variables** (MIV) and their ability to aid in identifying treatment effects when the treatment is binary in a nonparametric bounding frame- ...

20

... In this paper, we try to identify factors explaining the software piracy by testing empirically some hypotheses on the determinants of the rate of software piracy and more specifically, we try to check the relationship ...

19

... The purpose of this paper is to address this gap by examining the causal effect of family income on subjective and objective measures of child health in the UK. The study contributes to the literature in several ways. ...

46

... as **instrumental** **variables** for economic growth in order to estimate the impact of economic growth on …nancial deregulation, inspired by Miguel et ...The **instrumental** variable (IV) method makes it ...

22

... ing causal insight. Indeed, this is the main reason for why experiments have become so popular. But in some contexts, the explanatory variable of interest is by its very nature an endogenous vari- able, and thus cannot ...

47

... explanatory **variables** of interest, allowing causal ...exogenous **instrumental** variable created in a laboratory—they study the effects of cash balances in auction bidding and, respectively, of past successes ...

12

... Factor **Instrumental** **Variables** (FIV) are competing methods addressed at estimating models affected by regressor col- linearity and at detecting a reduced-size instrument set from a large database, possibly ...

41

... Currently, the commonly employed **instrumental** **variables** strategy relies on the knife- edge assumption of perfect exogeneity for valid inference. To make reliable inferences on the structural parameters ...

43

... two **variables**: years of schooling and parental ...these **variables** could be used as instruments because they influenced skill development but were determined before the individual entered the labor ...

20

... the **instrumental** **variables** (IV) estimator, (see, ...endogeneous **variables** coefficients is equal to the standard two-stage LS (2SLS) estimator for linear mod- ...exogeneous **variables** ...

10

... Abstract. Linear structural equation models relate the components of a ran- dom vector using linear interdependencies and Gaussian noise. Each such model can be naturally associated with a mixed graph whose vertices ...

24

... or more in the year prior to the survey time. Mothers experiencing depression are appreciably different from those not experiencing depression; in particular, mothers experiencing depression have much lower K6 scores ...

39