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Retrospectives: Who Invented Instrumental Variable Regression?

Author

Listed:
  • James H. Stock
  • Francesco Trebbi

Abstract

This feature addresses the history of economic words and ideas. The hope is to deepen the workaday dialogue of economists, while perhaps also casting new light on ongoing questions.

Suggested Citation

  • James H. Stock & Francesco Trebbi, 2003. "Retrospectives: Who Invented Instrumental Variable Regression?," Journal of Economic Perspectives, American Economic Association, vol. 17(3), pages 177-194, Summer.
  • Handle: RePEc:aea:jecper:v:17:y:2003:i:3:p:177-194
    Note: DOI: 10.1257/089533003769204416
    as

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    File URL: http://www.aeaweb.org/articles.php?doi=10.1257/089533003769204416
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    References listed on IDEAS

    as
    1. Hendry,David F. & Morgan,Mary S., 1997. "The Foundations of Econometric Analysis," Cambridge Books, Cambridge University Press, number 9780521588706.
    2. Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2005. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 830-840, September.
    3. 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.
    4. Moore, Henry Ludwell, 1914. "Economics Cycles: Their law and cause," History of Economic Thought Books, McMaster University Archive for the History of Economic Thought, number moore1914.
    5. 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..
    6. Christ, Carl F, 1985. "Early Progress in Estimating Quantitative Economic Relationships in America," American Economic Review, American Economic Association, vol. 75(6), pages 39-52, December.
    7. Christ, Carl F, 1994. "The Cowles Commission's Contributions to Econometrics at Chicago, 1939-1955," Journal of Economic Literature, American Economic Association, vol. 32(1), pages 30-59, March.
    8. repec:fth:prinin:455 is not listed on IDEAS
    9. Stock, James H & Watson, Mark W, 2002. "Macroeconomic Forecasting Using Diffusion Indexes," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(2), pages 147-162, April.
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