This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Small Sample Properties of LIML and Jackknife IV Estimators: Experiments with Weak Instruments Author info | Abstract | Publisher info | Download info | Related research | Statistics Blomquist, Soren
Dahlberg, Matz
Additional information is available for the following
registered author(s):
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
file . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
Article provided by John Wiley & Sons, Ltd. in its journal Journal of Applied Econometrics .
Volume (Year): 14 (1999)
Issue (Month): 1 (Jan.-Feb.)
Pages: 69-88
Download reference. The following formats are available: HTML ,
plain text ,
BibTeX ,
RIS (EndNote),
ReDIF
Handle: RePEc:jae:japmet:v:14:y:1999:i:1:p:69-88Contact details of provider: Web page: http://www.interscience.wiley.com/jpages/0883-7252/
Order Information: Email: Web: http://www3.interscience.wiley.com/jcatalog/subscribe.jsp?issn=0883-7252
For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).
Keywords: Other versions of this item:
References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Mariano, Roberto S, 1982.
"Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous-Equations Case ,"
International Economic Review ,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 23(3), pages 503-33, October.
[Downloadable!] (restricted)
Angrist, Joshua D & Krueger, Alan B, 1991.
"Does Compulsory School Attendance Affect Schooling and Earnings? ,"
The Quarterly Journal of Economics ,
MIT Press, vol. 106(4), pages 979-1014, November.
[Downloadable!] (restricted)
Other versions: Douglas Staiger & James H. Stock, 1997.
"Instrumental Variables Regression with Weak Instruments ,"
Econometrica ,
Econometric Society, vol. 65(3), pages 557-586, May.
Other versions: Moffitt, Robert, 1990.
"The Econometrics of Kinked Budget Constraints ,"
Journal of Economic Perspectives ,
American Economic Association, vol. 4(2), pages 119-39, Spring.
[Downloadable!] (restricted)
Blomquist, N. Soren, 1983.
"The effect of income taxation on the labor supply of married men in Sweden ,"
Journal of Public Economics ,
Elsevier, vol. 22(2), pages 169-197, November.
[Downloadable!] (restricted)
Blomquist, Soren, 1996.
"Estimation methods for male labor supply functions How to take account of nonlinear taxes ,"
Journal of Econometrics ,
Elsevier, vol. 70(2), pages 383-405, February.
[Downloadable!] (restricted)
Buse, A, 1992.
"The Bias of Instrumental Variable Estimators ,"
Econometrica ,
Econometric Society, vol. 60(1), pages 173-80, January.
[Downloadable!] (restricted)
Joshua D. Angrist & Guido W. Imbens & Alan Krueger, 1995.
"Jackknife Instrumental Variables Estimation ,"
NBER Technical Working Papers
0172, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Angrist, J D & Imbens, G W & Krueger, A B, 1999.
"Jackknife Instrumental Variables Estimation ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 14(1), pages 57-67, Jan.-Feb..
[Downloadable!] Blomquist, N. Soren, 1988.
"Nonlinear taxes and labor supply ,"
European Economic Review ,
Elsevier, vol. 32(6), pages 1213-1226, July.
[Downloadable!] (restricted)
Joshua D. Angrist & Alan B. Krueger, 1995.
"Split Sample Instrumental Variables ,"
NBER Technical Working Papers
0150, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Joshua D. Angrist & Alan B. Krueger, 1990.
"The Effect of Age at School Entry on Educational Attainment: An Application of Instrumental Variables with Moments from Two Samples ,"
NBER Working Papers
3571, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: M Arellano & C Meghir, 1990.
"Female Labour Supply and On-the-Job Search: An Empirical Model Estimated using Complementary Data Sets ,"
CEP Discussion Papers
09, Centre for Economic Performance, LSE.
Other versions: Bekker, Paul A, 1994.
"Alternative Approximations to the Distributions of Instrumental Variable Estimators ,"
Econometrica ,
Econometric Society, vol. 62(3), pages 657-81, May.
[Downloadable!] (restricted)
Charles R. Nelson & Richard Startz, 1988.
"Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator ,"
NBER Technical Working Papers
0068, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Nelson, C. & Startz, R., 1988.
"Some Furthere Results On The Exact Small Sample Properties Of The Instrumental Variable Estimator ,"
Working Papers
88-06, University of Washington, Department of Economics.
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.
Nelson, Charles R & Startz, Richard, 1990.
"Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator ,"
Econometrica ,
Econometric Society, vol. 58(4), pages 967-76, July.
[Downloadable!] (restricted) Phillips, P.C.B., 1983.
"Exact small sample theory in the simultaneous equations model ,"
Handbook of Econometrics ,
in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 8, pages 449-516
Elsevier.
[Downloadable!] (restricted)
Other versions:
Full
references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Russell Davidson & James G. MacKinnon, 2004.
"The Case Against JIVE ,"
Working Papers
1031, Queen's University, Department of Economics.
[Downloadable!]
Other versions:
Russell Davidson & James MacKinnon, 2006.
"The Case Against Jive ,"
Departmental Working Papers
2004-02, McGill University, Department of Economics.
[Downloadable!] James G. MacKinnon & Russell Davidson, 2006.
"The case against JIVE ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 21(6), pages 827-833.
[Downloadable!] Russell Davidson & James G. MacKinnon, 2006.
"Moments of IV and JIVE Estimators ,"
Working Papers
1085, Queen's University, Department of Economics.
[Downloadable!]
Other versions:
Russell Davidson & James MacKinnon, 2006.
"Moments Of Iv And Jive Estimators ,"
Departmental Working Papers
2006-22, McGill University, Department of Economics.
[Downloadable!] Russell Davidson & James G. MacKinnon, 2007.
"Moments of IV and JIVE estimators ,"
Econometrics Journal ,
Royal Economic Society, vol. 10(3), pages 541-553, November.
[Downloadable!] (restricted) John Chao & Norman Swanson, 2004.
"Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments ,"
Departmental Working Papers
200420, Rutgers University, Department of Economics.
[Downloadable!]
Other versions: Chao, John Chao & Norman R. Swanson, 2003.
"Consistent Estimation with a Large Number of Weak Instruments ,"
Cowles Foundation Discussion Papers
1417, Cowles Foundation, Yale University.
[Downloadable!]
Other versions:
John Chao & Norman Swanson, 2004.
"Consistent Estimation with a Large Number of Weak Instruments ,"
Departmental Working Papers
200421, Rutgers University, Department of Economics.
[Downloadable!] John C. Chao & Norman Rasmus Swanson, 2004.
"Consistent Estimation with a Large Number of Weak Instruments ,"
Yale School of Management Working Papers
ysm374, Yale School of Management.
[Downloadable!] John C. Chao & Norman R. Swanson, 2005.
"Consistent Estimation with a Large Number of Weak Instruments ,"
Econometrica ,
Econometric Society, vol. 73(5), pages 1673-1692, 09.
[Downloadable!] (restricted) Chuanming Gao & Kajal Lahiri, 2000.
"A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments ,"
Econometric Society World Congress 2000 Contributed Papers
0230, Econometric Society.
[Downloadable!]
Fröhlich, Markus & Lechner, Michael, 2004.
"Regional Treatment Intensity as an Instrument for the Evaluation of Labour Market Policies ,"
CEPR Discussion Papers
4304, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Paul J. Devereux & Daniel A. Ackerberg, 2006.
"Comment on 'The case against JIVE' ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 21(6), pages 835-838.
[Downloadable!]
Kajal Lahiri & Chuanming Gao, .
"A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments ,"
Discussion Papers
01-15, State University of New York at Albany, Department of Economics.
[Downloadable!]
Markus Jochmann & Winfried Pohlmeier, 2004.
"The Causal Effect of Schooling : empirical Evidence from Germany ,"
Working Papers of the Research Group Heterogenous Labor
04-05, Research Group Heterogeneous Labor, University of Konstanz/ZEW Mannheim.
[Downloadable!]
Joshua Angrist & Alan B. Krueger, 2001.
"Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments ,"
NBER Working Papers
8456, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Joshua Angrist & Alan Krueger, 2001.
"Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments ,"
Working Papers
834, Princeton University, Department of Economics, Industrial Relations Section..
[Downloadable!] Joshua D. Angrist & Alan B. Krueger, 2001.
"Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments ,"
Journal of Economic Perspectives ,
American Economic Association, vol. 15(4), pages 69-85, Fall.
[Downloadable!] (restricted) David Audretsch & Erik Lehmann & Susanne Warning, 2004.
"University Spillovers: Does the Kind of Science Matter? ,"
Working Papers of the Research Group Heterogenous Labor
04-04, Research Group Heterogeneous Labor, University of Konstanz/ZEW Mannheim.
[Downloadable!]
Access and
download statistics Did you know? You too can volunteer for RePEc, for example by editing a NEP report.
This page was last updated on 2008-9-25.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .