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Measuring instrument relevance in the single endogenous regressor-multiple instrument case: a simplifying procedure

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  • Davis, George C.
  • Kim, Sung-Yong

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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 74 (2002)
Issue (Month): 3 (February)
Pages: 321-325

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Handle: RePEc:eee:ecolet:v:74:y:2002:i:3:p:321-325

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  1. John Shea, 1996. "Instrument Relevance in Multivariate Linear Models: A Simple Measure," NBER Technical Working Papers 0193, National Bureau of Economic Research, Inc.
  2. Nelson, C. & Startz, R., 1988. "The Distribution Of The Instrumental Variables Estimator And Its T-Ratio When The Instrument Is A Poor One," Working Papers 88-07, University of Washington, Department of Economics.
  3. Nelson, C. & Startz, R., 1988. "Some Furthere Results On The Exact Small Sample Properties Of The Instrumental Variable Estimator," Discussion Papers in Economics at the University of Washington 88-06, Department of Economics at the University of Washington.
  4. Phillips, P.C.B., 1989. "Partially Identified Econometric Models," Econometric Theory, Cambridge University Press, vol. 5(02), pages 181-240, August.
  5. Douglas Staiger & James H. Stock, 1997. "Instrumental Variables Regression with Weak Instruments," Econometrica, Econometric Society, vol. 65(3), pages 557-586, May.
  6. Leslie G. Godfrey, 1999. "Instrument Relevance in Multivariate Linear Models," The Review of Economics and Statistics, MIT Press, vol. 81(3), pages 550-552, August.
  7. Hall, Alastair R & Rudebusch, Glenn D & Wilcox, David W, 1996. "Judging Instrument Relevance in Instrumental Variables Estimation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 37(2), pages 283-98, May.
  8. Jiahui Wang & Eric Zivot, 1998. "Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments," Econometrica, Econometric Society, vol. 66(6), pages 1389-1404, November.
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Cited by:
  1. Harald Tauchmann & Silja Göhlmann & Till Requate & Christoph M. Schmidt, 2007. "Tobacco and Alcohol: Complements or Substitutes? – A Structural Model Approach," Ruhr Economic Papers 0034, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  2. Dusheiko, Mark & Gravelle, Hugh & Yu, Ning & Campbell, Stephen, 2007. "The impact of budgets for gatekeeping physicians on patient satisfaction: Evidence from fundholding," Journal of Health Economics, Elsevier, vol. 26(4), pages 742-762, July.
  3. Mark Dusheiko & Hugh Gravelle & Rowena Jacobs, 2004. "The effect of practice budgets on patient waiting times: allowing for selection bias," Health Economics, John Wiley & Sons, Ltd., vol. 13(10), pages 941-958.
  4. Dambala Gelo & Steven F. Koch, 2011. "Contingent Valuation of Community Forestry Programs in Ethiopia: Observing Preference Anomalies in Double-Bounded CVM," Working Papers 201124, University of Pretoria, Department of Economics.
  5. Harald Tauchmann & Silja Lenz & Till Requate & Christoph Schmidt, 2013. "Tobacco and alcohol: complements or substitutes?," Empirical Economics, Springer, vol. 45(1), pages 539-566, August.
  6. Requate, Till & Göhlmann, Silja & Tauchmann, Harald & Schmidt, Christoph M., 2006. "Tobacco and alcohol: complements or substitutes? : a statistical Guinea Pig approach," Economics Working Papers 2006,18, Christian-Albrechts-University of Kiel, Department of Economics.
  7. Groot, Wim & Maassen van den Brink, Henriette, 2007. "The health effects of education," Economics of Education Review, Elsevier, vol. 26(2), pages 186-200, April.

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