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Retrospectives: Who Invented Instrumental Variable Regression?

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  • 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
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    References listed on IDEAS

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    1. Hendry,David F. & Morgan,Mary S., 1997. "The Foundations of Econometric Analysis," Cambridge Books, Cambridge University Press, number 9780521588706, December.
    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, pages 830-840.
    3. James R. Hines Jr. & Hilary W. Hoynes & Alan B. Krueger, 2001. "Another Look at Whether a Rising Tide Lifts All Boats," NBER Working Papers 8412, National Bureau of Economic Research, Inc.
    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. 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, pages 69-85.
    7. Christ, Carl F, 1985. "Early Progress in Estimating Quantitative Economic Relationships in America," American Economic Review, American Economic Association, pages 39-52.
    8. Christ, Carl F, 1994. "The Cowles Commission's Contributions to Econometrics at Chicago, 1939-1955," Journal of Economic Literature, American Economic Association, pages 30-59.
    9. repec:fth:prinin:455 is not listed on IDEAS
    10. 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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    Citations

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    Cited by:

    1. Enrico Spolaore & Romain Wacziarg, 2016. "War and Relatedness," The Review of Economics and Statistics, MIT Press, pages 925-939.
    2. Kathryn Graddy, 2006. "Markets: The Fulton Fish Market," Journal of Economic Perspectives, American Economic Association, vol. 20(2), pages 207-220, Spring.
    3. Laura Hering & Rodrigo Paillacar, 2016. "Does Access to Foreign Markets Shape Internal Migration? Evidence from Brazil," World Bank Economic Review, World Bank Group, pages 78-103.
    4. Lee, Ha Yan & Ricci, Luca Antonio & Rigobon, Roberto, 2004. "Once again, is openness good for growth?," Journal of Development Economics, Elsevier, pages 451-472.
    5. Doko Tchatoka, Firmin Sabro, 2012. "Specification Tests with Weak and Invalid Instruments," MPRA Paper 40185, University Library of Munich, Germany.
    6. Brian Wright, 2014. "Global Biofuels: Key to the Puzzle of Grain Market Behavior," Journal of Economic Perspectives, American Economic Association, vol. 28(1), pages 73-98, Winter.
    7. Jan Víšek, 2009. "Consistency of the instrumental weighted variables," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, pages 543-578.
    8. Jeremy Jelliffe & Boris E. Bravo-Ureta & C. Michael Deom & David Kalule Okello, 2016. "The Sustainability Of Farmer-Led Multiplication And Dissemination Of High-Yield And Disease Resistant Groundnut Varieties," Zwick Center Research Reports 04, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy.
    9. Michael J. Peel, 2014. "Addressing unobserved endogeneity bias in accounting studies: control and sensitivity methods by variable type," Accounting and Business Research, Taylor & Francis Journals, pages 545-571.
    10. Frank T. Denton, 2004. "Exploring the Use of a Nonparametrically Generated Instrumental Variable in the Estimation of a Linear Parametric Equation," Quantitative Studies in Economics and Population Research Reports 390, McMaster University.
    11. Matthew Gentzkow & Bryan T. Kelly & Matt Taddy, 2017. "Text as Data," NBER Working Papers 23276, National Bureau of Economic Research, Inc.
    12. Jelliffe, Jeremy L. & Bravo-Ureta, Boris E. & Deom, C. Michael & Okello, David Kalule, 2016. "The Sustainability Of Project Outcomes From Farmer-Led Dissemination Of High-Yielding Groundnut Rosette Disease Resistant Groundnut Varieties," 2016 AAAE Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia 246450, African Association of Agricultural Economists (AAAE).
    13. repec:eee:anture:v:67:y:2017:i:c:p:67-77 is not listed on IDEAS
    14. Qin, Duo, 2014. "Resurgence of instrument variable estimation and fallacy of endogeneity," Economics Discussion Papers 2014-42, Kiel Institute for the World Economy (IfW).
    15. David O. Lucca & Francesco Trebbi, 2009. "Measuring Central Bank Communication: An Automated Approach with Application to FOMC Statements," NBER Working Papers 15367, National Bureau of Economic Research, Inc.
    16. Duo Qin & Yanqun Zhang, 2013. "A History of Polyvalent Structural Parameters: the Case of Instrument Variable Estimators," Working Papers 183, Department of Economics, SOAS, University of London, UK.
    17. Karim Chalak & Halbert White, 2007. "An Extended Class of Instrumental Variables for the Estimation of Causal Effects," Boston College Working Papers in Economics 692, Boston College Department of Economics, revised 30 Nov 2009.

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