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instrumental variables

Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments

Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments

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

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Model selection and model averaging in nonparametric instrumental variables models

Model selection and model averaging in nonparametric instrumental variables models

... 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 ...

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The Effect of Pseudo exogenous Instrumental Variables on Hausman Test

The Effect of Pseudo exogenous Instrumental Variables on Hausman Test

... 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), ...

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High-dimensional instrumental variables regression and confidence sets

High-dimensional instrumental variables regression and confidence sets

... 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 ...

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Causal inference Methods for Addressing Censoring by Death and Unmeasured Confounding Using Instrumental Variables

Causal inference Methods for Addressing Censoring by Death and Unmeasured Confounding Using Instrumental Variables

... 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 ...

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Causal Inference via Natural Experiments and Instrumental Variables: The Effect of Knifing Off from the Past

Causal Inference via Natural Experiments and Instrumental Variables: The Effect of Knifing Off from the Past

... 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 ...

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Sampling Variation, Monotone Instrumental Variables and the Bootstrap Bias Correction

Sampling Variation, Monotone Instrumental Variables and the Bootstrap Bias Correction

... 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 ...

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Instrumental variables quantile regression for panel data with measurement errors

Instrumental variables quantile regression for panel data with measurement errors

... 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 ...

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An Odd Couple: Monotone Instrumental Variables and Binary Treatments

An Odd Couple: Monotone Instrumental Variables and Binary Treatments

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

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THE DETERMINANTS OF SOFTWARE PIRACY APPROACH BY PANEL DATA AND INSTRUMENTAL VARIABLES

THE DETERMINANTS OF SOFTWARE PIRACY APPROACH BY PANEL DATA AND INSTRUMENTAL VARIABLES

... 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 ...

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The causal effect of family income on child health: A re-examination using an instrumental variables approach

The causal effect of family income on child health: A re-examination using an instrumental variables approach

... 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. ...

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Does Growth Cause Financial Deregulation in China? An Instrumental Variables Approach

Does Growth Cause Financial Deregulation in China? An Instrumental Variables Approach

... 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 ...

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Beliefs and actions in the trust game : Creating instrumental variables to estimate the causal effect

Beliefs and actions in the trust game : Creating instrumental variables to estimate the causal effect

... 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 ...

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Beliefs and actions in the trust game : creating instrumental variables to estimate the causal effect

Beliefs and actions in the trust game : creating instrumental variables to estimate the causal effect

... 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 ...

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Supervised Principal Components and Factor Instrumental Variables  An Application to Violent CrimeTrends in the US, 1982 2005

Supervised Principal Components and Factor Instrumental Variables An Application to Violent CrimeTrends in the US, 1982 2005

... 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 ...

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A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated

A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated

... 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 ...

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Introduction to instrumental variables and their application to large-scale assessment data

Introduction to instrumental variables and their application to large-scale assessment data

... 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 ...

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On the equivalence of instrumental variables estimators for linear models

On the equivalence of instrumental variables estimators for linear models

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

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Determinantal generalizations of instrumental variables

Determinantal generalizations of instrumental variables

... 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 ...

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Intergenerational transmission in health: Causal estimates from fixed effects instrumental variables models for two cohorts of Australian children

Intergenerational transmission in health: Causal estimates from fixed effects instrumental variables models for two cohorts of Australian children

... 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 ...

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