Instrumental Variables GMM Regression
Determinants of Uganda’s Export Performance: A Gravity Model Analysis
... (within) regression, random-effects GLS regression and instrumental variables GMM ...the instrumental variables GMM model showed that Uganda’s GDP, importer’s GDP, ...
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Instrumental variables quantile regression for panel data with measurement errors
... (LS) regression estimator is inconsistent because the measurement error induces endogeneity in the ...observable variables that can serve as instrumental variables ...
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Instrumental Variables in the Long Run
... dependent variables of interest that are available for more than 50 years, ...a regression starting in each year between 1850 and 1963 and plot the estimate and its 95 percent confidence interval against ...
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The Effect of Corruption on Shadow Economy: An Empirical Analysis Based on Panel Data
... employ instrumental variables (IV) in the context of static and dynamic panel regression models- by using TSLS and GMM method of estimation-and compare the results in selected developing and ...
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Stuck at a Crossroad: A Microeconometric Analysis of Fertility and Married Female Labor Force Supply in the Philippines
... using instrumental variable (IV) probit regression using microeconomic data from the National Demographic and Health Survey (NDHS) published in 2013 with 7,628 married women ...stage regression ...
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Reiers?l, Geary and the idea of instrumental variables
... I l l C O N F L U E N C E ANALYSIS WITH INSTRUMENTAL VARIABLES Reiersol's publications between 1941 and 1950 fall into two groups: there are two papers on confluence analysis, the "preli[r] ...
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On the equivalence of instrumental variables estimators for linear models
... Permanent repository link: http://openaccess.city.ac.uk/13017/ Link to published version: http://dx.doi.org/10.1016/j.econlet.2015.06.001 Copyright and reuse: City Research Online aims t[r] ...
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On the equivalence of instrumental variables estimators for linear models
... the instrumental variables (IV) estimator, (see, ...quantile regression (QR) models also applies to estimate conditional average ...endogeneous variables coefficients is equal to the standard ...
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Instrumental Variables and Mendelian Randomization With Invalid Instruments
... sparse regression and minimax problems, are ...and instrumental variables in economics and medicine, along with his keen insight connecting seemingly-unrelated fields is ...
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Coordination in public good provision : how individual volunteering is impacted by the volunteering of others
... The empirical section focuses on the interaction between the characteristics of the com- munity in which an individual resides and her decision to volunteer for a public good. The positive relationship between an ...
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Rummo_unc_0153D_16409.pdf
... unobserved variables) may bias estimates of the neighborhood food environment on diet and weight ...IV regression to estimate associations between the availability of fast food restaurants and BMI using ...
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A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated
... For Bayesian analysis on the issue of violations of exogeneity in instrumental variables, two good sources are by Conley, Hansen, Rossi (2007) and Kray (2008). Conley, Hansen, and Rossi (2007) consider a ...
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A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated
... In empirical research, applied economists benefit from instrumental variable methods and use a simple t-ratio test statistic to infer whether there is a causal relationship among the variables analyzed. ...
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Spurious Regression and Trending Variables
... I(0) variables with breaks have been presented in Perron and Vogelsang (1992), Wu (2000), and D’Adda and Scorcu ...growing variables, real and nominal, such as output, consumption, money, prices, ...Macro ...
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Bayesian inference with monotone instrumental variables
... Our inference approach requires discretization of all variables. The treat- ment variable (D), namely taking extra classes, is binary. The two MIVs (Z) take on one of the 7 values: none degree, GED, high school ...
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Learning Instrumental Variables with Structural and Non-Gaussianity Assumptions
... Obtaining a posterior distribution over the causal effect of interest requires a likelihood function that includes all observed variables. The usual Bayesian approach for graphical modeling would require exploring ...
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THE DETERMINANTS OF SOFTWARE PIRACY APPROACH BY PANEL DATA AND INSTRUMENTAL VARIABLES
... This result is robust to the inclusion of other explanatory variables sequentially. It therefore confirms our main hypothesis suggesting the existence of a negative relationship between per capita income and the ...
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Bayesian Model Averaging in the Instrumental Variable Regression Model
... Inference about structural parameters in the IV regression model requires the formulation of assumptions whose validity is often uncertain. A useful representation of the model is the incomplete simultaneous ...
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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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An Odd Couple: Monotone Instrumental Variables and Binary Treatments
... Endogenous variables are often encountered in empirical ...these variables’ causal effects on outcomes, econometricians often rely on some form of Instrumental Variable (IV) ...Monotone ...
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