Instrumental Variable Estimation Based on Mean Absolute Deviation
AbstractWe propose a general estimation principle based on the assumption that instrumental variables (IV) do not explain the error term in a structural equation. The estimators based on the principle is inde- pendent of the normalization constraint, unlike the IV estimators.
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Bibliographic InfoPaper provided by Michigan - Center for Research on Economic & Social Theory in its series Papers with number 98-08.
Length: 58 pages
Date of creation: 1998
Date of revision:
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Postal: UNIVERSITY OF MICHIGAN, DEPARTMENT OF ECONOMICS CENTER FOR RESEARCH ON ECONOMIC AND SOCIAL THEORY, ANN ARBOR MICHIGAN U.S.A.
EVALUATION ; INSTRUMENTAL VARIABLES;
Find related papers by JEL classification:
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
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- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
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- Elise Coudin & Jean-Marie Dufour, 2010. "Finite and Large Sample Distribution-Free Inference in Median Regressions with Instrumental Variables," Working Papers 2010-56, Centre de Recherche en Economie et Statistique.
- Marmer, Vadim & Sakata, Shinichi, 2011. "Instrumental Variables Estimation and Weak-Identification-Robust Inference Based on a Conditional Quantile Restriction," Microeconomics.ca working papers vadim_marmer-2011-26, Vancouver School of Economics, revised 28 Sep 2011.
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