Results from Instrumental Variable and OLS Estimation
Instrumental-Variable Estimation of Gravity Equations
... impact on both t i,j and x 2 i,j . In what follows We instrument by setting ˇ z i,j,i 0 ,j 0 = z i,j for all (i 0 , j 0 ) in (2.4). Tables III and IV contain simulation results for our estimator for samples of ...
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Instrumental variable estimation for duration data
... The estimation results for the bonus effects are reported in Table ...The results for the piecewise constant λ and for the regression coefficients in the AFT and GAFT models can be found in appendix ...
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Symmetric Jackknife Instrumental Variable Estimation
... The asymptotic theory allows for both many instruments and many weak instruments asymptotics. Influential papers in this area include Donald and Newey (2001), Hahn, Hausman and Kuersteiner (2004), Hahn (2002), Hahn and ...
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Principal Components Instrumental Variable Estimation
... generalised instrumental variable (IV) estimator (IVE hereafter) – is known to be biased in finite samples if the degree of overidentification is high or when the instruments are weakly related to the ...
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Nonparametric Instrumental Variable Estimation Under Monotonicity
... explanatory variable X and the instrument W are ...demand estimation imposing various constraints implied by eco- nomic theory, such as Slutsky inequalities, and derive the convergence rate of a constrained ...
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Nonparametric instrumental variable estimation under monotonicity
... explanatory variable X and the instrument W are ...demand estimation imposing various constraints implied by eco- nomic theory, such as Slutsky inequalities, and derive the convergence rate of a constrained ...
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Instrumental variable estimation with heteroskedasticity and many instruments
... Recent results of Newey and Windmeijer (2007) suggest that the continuous updating estimator (CUE) of Hansen, Heaton, and Yaron (1996) and other generalized empirical likelihood estimators (see ...
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Instrumental Variable Estimation with Heteroskedasticity and Many Instruments
... (1977), HFUL (C = 1), JIVE, and the CUE. Interquartile range results were similar. We find that under homoskedasticity, HFUL is much less dispersed than LIML but slightly more biased. Under heteroskedasticity, ...
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Instrumental variable estimation based on grouped data
... In addition to relaxing the usual distributional assumption, we also allow for heterosce- daticity, which provides an extension relevant for empirical applications. The derivation of our asymptotic results in this ...
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Instrumental Variable Estimation Based on Grouped Data
... In addition to relaxing the usual distributional assumption, we also allow for heterosce- daticity, which provides an extension relevant for empirical applications. The derivation of our asymptotic results in this ...
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Instrumental variable estimation in binary measurement error models
... linear measurement error model instrumental variable estimator is presented and used to motivate the generalization to binary regression models.. Results of a simulation study are discus[r] ...
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Instrumental Variable Quantile Estimation of Spatial Autoregressive Models
... interaction. From the results we see that the IVQR estimator (IVQRE) outperforms all other estimators, especially in the cases of nonnormal ...(DGP2). From Table 1a we see that QMLE behaves ...
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Semiparametric Estimation of Instrumental Variable Models for Causal Effects
... Columns (3) and (4) in Table II control for the endogeneity of the treatment in two different ways: the conventional 2SLS estimates are shown in column (3) (with first stage results in c[r] ...
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Instrumental variable estimation of treatment effects for duration outcomes
... Suppose that the unemployed have to choose at the start of their unemployment spell whether they want to be eligible for a bonus. If they choose to be eligible they have to fill in some forms, notify their new employer ...
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An economic analysis of exclusion restrictions for instrumental variable estimation
... the results in order to inquire the conditions under which Z is a valid instrumental variable, that is, the conditions under which the agent does not acquire his value of ...an instrumental ...
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Instrumental variable estimation in semi parametric additive hazards models
... The results for Scenario 4 also show clearly that the unadjusted estimator underestimates standard errors resulting in coverage probabilities below the nominal ...
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Instrumental Variable Estimation of a Spatial Autoregressive Panel Model with Random Effects
... In the cross-section spatial autoregressive model, Kelejian, and Prucha (1998) suggested a two-stage least square estimator (2SLS) based on feasible instruments like H = X; W X; W 2 X which yield: ^ 2SLS = [Z 0 P H Z] 1 ...
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Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models
... sieve estimation for a class of functional coefficient IVQR models where some or all the regressors are endogenous and their coefficients are varying with respect to some exogenous ...kernel estimation, the ...
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Control Function Instrumental Variable Estimation of Nonlinear Causal Effect Models
... Our simulation study compares the usual two stage least squares (2SLS) estimator, the control function (CF) estimator and the pretest estimator. We will consider several differ- ent model settings where the assumptions ...
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Using Instrumental Variable Estimation to Evaluate Randomized Experiments with Imperfect Compliance
... assignment variable as Z and the treatment delivered variable as D (Angrist, ...Continuing from the charter school example, parents of students who were not offered seats but still wound up enrolling ...
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