[PDF] Top 20 On the equivalence of instrumental variables estimators for linear models
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On the equivalence of instrumental variables estimators for linear models
... the equivalence of different instrumental variables estimators to solve the endogeneity problem in linear models when valid instruments are ...function estimators for ... See full document
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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] ... See full document
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Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
... series models, the number of potential instruments is arbitrarily large for an arbitrarily large sample: usually, if a given variable is a legitimate instrument, so, too, are lags of that ...environments, ... See full document
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High-dimensional instrumental variables regression and confidence sets
... Tuned Instrumental Variables (henceforth STIV) estimator, and establish error bounds and rates of ...approximately linear functions of β based on a data-driven bias correction, itself obtained with a ... See full document
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Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross sectional Dependence
... attractive instrumental variable (IV) estimator for consistent estimation of dynamic linear panel data models under cross-sectional dependence when both N and T are ...these variables and the ... See full document
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Instrumental variable estimation in generalized linear measurement error models
... The problem of finding efficient, consistent estimators of parameters for a general regression function in the presence of covariate measurement error has not been solved. The problem wi[r] ... See full document
115
Maximum likelihood estimators in linear regression models with Ornstein Uhlenbeck process
... ordinary linear regression model (when the errors are independent and identically dis- tributed ...random variables), Wang and Zhou [], Anatolyev [], Bai and Guo [], Chen [], Gil et ...obtain ... See full document
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Intergenerational transmission in health: Causal estimates from fixed effects instrumental variables models for two cohorts of Australian children
... as linear. While this linear specification seems quite appropriate for continuous outcomes such as the number of conditions, weight, height and BMI it is not well- suited to other outcomes which are ... See full document
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Learning Linear Cyclic Causal Models with Latent Variables
... At first glance, it would appear natural to consider two further procedures for comparison: the Cyclic Causal Discovery algorithm (CCD, Richardson, 1996) that allows for cycles but not latent variables, and the ... See full document
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Instrumental Variable and Propensity Score Methods for Bias Adjustment in Non-Linear Models
... and Ten Have, 2011; Terza, Basu, and Rathouz, 2008).These methods have been used to cor- rect for bias due to endogeneity in non-linear models for both binary and time-to-event outcomes. Among these two IV ... See full document
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Bahadur representations of M estimators and their applications in general linear models
... with linear regression models with in- dependent and identically distributed ...Recently, linear regres- sion models with serially correlated errors have attracted increasing attention from ... See full document
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Learning Instrumental Variables with Structural and Non-Gaussianity Assumptions
... use instrumental variables, which are typically justified by background ...structurally instrumental to a target causal effect X → Y ...possible equivalence classes of solutions. We present ... See full document
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Strong consistency of estimators in partially linear models for longitudinal data with mixing dependent structure
... random variables for which the past and distant future are asymptotically ...random variables have been studied by many ...regression models, for instance, Roussas [40], Truong [41], Fraiman and ... See full document
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Determinantal generalizations of instrumental variables
... Abstract. Linear structural equation models relate the components of a ran- dom vector using linear interdependencies and Gaussian ...the linear relationships between components, and bidi- ... See full document
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Model selection and model averaging in nonparametric instrumental variables models
... on instrumental variables ...the instrumental variables selection problem under the assumption that all instruments are ...for instrumental variable ...modified instrumental ... See full document
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Instrumental variables quantile regression for panel data with measurement errors
... an instrumental variables estimator for quantile regression in panel data with fixed ...the instrumental variables es- timator are studied for large N and T when N a /T → 0, for some a > ... See full document
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Shrinkage, pretest and LASSO estimators in parametric and semiparametric linear models
... about fii may benefit from moving the least squares estimate for the full model in the direction of the least squares estimate without the nuisance variables, or from dropping the nuis[r] ... See full document
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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 ... See full document
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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- ... See full document
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The Effect of Pseudo exogenous Instrumental Variables on Hausman Test
... This paper investigates the potential problem of ‘pseudo-exogenous’ instruments in regression models. We show that the performance of Hausman test is deteriorated when the instruments are asymptotically exogenous ... See full document
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