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A guide to the world of instruments (in Russian)

Author

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  • Alexander Tsyplakov

    (Novosibirsk State University, Russia)

Abstract

The essay discusses reasons of correlatedness of explanatory variables and errors in regression applications, consequences of this correlatedness, and the method of instrumental variables aimed to resolve this problem.

Suggested Citation

  • Alexander Tsyplakov, 2007. "A guide to the world of instruments (in Russian)," Quantile, Quantile, issue 2, pages 21-47, March.
  • Handle: RePEc:qnt:quantl:y:2007:i:2:p:21-47
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    File URL: http://quantile.ru/02/02-AT.pdf
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    References listed on IDEAS

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    1. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-1054, July.
    2. Ruud, Paul A., 2000. "An Introduction to Classical Econometric Theory," OUP Catalogue, Oxford University Press, number 9780195111644.
    3. Hausman, Jerry, 2015. "Specification tests in econometrics," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 38(2), pages 112-134.
    4. Eleni Roussou & Norman Cameron, 2005. "The Impact of the European Economic & Monetary Union on the Stability of the Greek Economy," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 85-98.
    5. Jacob Mincer, 1958. "Investment in Human Capital and Personal Income Distribution," Journal of Political Economy, University of Chicago Press, vol. 66, pages 281-281.
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    Cited by:

    1. Chepel, S. & Bondarenko, K., 2015. "Is the External Labor Migration an Economic Growth Factor: Econometric Analysis and Policy Implications for the CIS Countries," Journal of the New Economic Association, New Economic Association, vol. 28(4), pages 142-166.
    2. Ibragimov Marat & Jovlon Karimov & Elena Permyakova, 2013. "Unemployment and output dynamics in CIS countries: Okun's law revisited," EERC Working Paper Series 13/04e, EERC Research Network, Russia and CIS.

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