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On the Validity of Econometric Techniques with Weak Instruments: Inference on Returns to Education Using Compulsory School Attendance Laws

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Author Info
Luiz M. Cruz
Marcelo J. Moreira

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Abstract

We evaluate Angrist and Krueger (1991) and Bound, Jaeger, and Baker (1995) by constructing reliable confidence regions around the 2SLS and LIML estimators for returns-to-schooling regardless of the quality of the instruments. The results indicate that the returns-to-schooling were between 8 and 25 percent in 1970 and between 4 and 14 percent in 1980. Although the estimates are less accurate than previously thought, most specifications by Angrist and Krueger (1991) are informative for returns-to-schooling. In particular, concern about the reliability of the model with 178 instruments is unfounded despite the low first-stage F-statistic. Finally, we briefly discuss bias-adjustment of estimators and pretesting procedures as solutions to the weak-instrument problem.

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File URL: http://jhr.uwpress.org/cgi/reprint/XL/2/393
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Publisher Info
Article provided by University of Wisconsin Press in its journal Journal of Human Resources.

Volume (Year): 40 (2005)
Issue (Month): 2 ()
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Handle: RePEc:uwp:jhriss:v:40:y:2005:i:2:p393-410

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  1. Philip Oreopoulos, 2006. "Estimating Average and Local Average Treatment Effects of Education when Compulsory Schooling Laws Really Matter," American Economic Review, American Economic Association, vol. 96(1), pages 152-175, March. [Downloadable!]
  2. Philip Shaw & Marina-Selini Katsaiti & Marius Jurgilas, 2006. "Corruption and Growth Under Weak Identification," Working papers 2006-17, University of Connecticut, Department of Economics, revised Mar 2007. [Downloadable!]
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This page was last updated on 2009-11-28.


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