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Assessing the Credibility of Instrumental Variables Inference With Imperfect Instruments Via Sensitivity Analysis

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Author Info
Richard A. Ashley.
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File URL: http://ashleymac.econ.vt.edu/working_papers/E2003_8.pdf
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File Function: First version, 2003
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Paper provided by Virginia Polytechnic Institute and State University, Department of Economics in its series Working Papers with number e06-9.

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Length: 33 pages
Date of creation: 2006
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Handle: RePEc:vpi:wpaper:e06-9

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Postal: Blacksburg, Virginia 24061
Web page: http://www.econ.vt.edu
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Keywords: instrumental variables sensitivity analysis

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  1. Daron Acemoglu & Simon Johnson & James A. Robinson, 2001. "The Colonial Origins of Comparative Development: An Empirical Investigation," American Economic Review, American Economic Association, vol. 91(5), pages 1369-1401, December. [Downloadable!] (restricted)
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  2. Card, David, 1999. "The causal effect of education on earnings," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 3, chapter 30, pages 1801-1863 Elsevier. [Downloadable!] (restricted)
  3. Dufour, Jean-Marie & Jasiak, Joann, 2001. "Finite Sample Limited Information Inference Methods for Structural Equations and Models with Generated Regressors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(3), pages 815-43, August.
  4. Ashley, Richard & Vaughan, David, 1986. "Measuring Measurement Error in Economic Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(1), pages 95-103, January.
  5. Ashley, Richard, 1998. "A new technique for postsample model selection and validation," Journal of Economic Dynamics and Control, Elsevier, vol. 22(5), pages 647-665, May. [Downloadable!] (restricted)
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