The Case Against Jive
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- James G. MacKinnon & Russell Davidson, 2006. "The case against JIVE," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 827-833.
- Russell Davidson & James G. MacKinnon, 2006. "The case against JIVE," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 827-833, September.
- James G. MacKinnon & Russell Davidson, 2004. "The Case Against Jive," Working Paper 1031, Economics Department, Queen's University.
References listed on IDEAS
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"Moments of IV and JIVE estimators,"
Econometrics Journal, Royal Economic Society, vol. 10(3), pages 541-553, November.
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- Russell Davidson & James Mackinnon, 2009. "Moments of IV and JIVE estimators," Working Papers halshs-00442692, HAL.
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- Nelson, C. & Startz, R., 1988. "Some Furthere Results On The Exact Small Sample Properties Of The Instrumental Variable Estimator," Working Papers 88-06, University of Washington, Department of Economics.
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Citations
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Cited by:
- Russell Davidson & James G. MacKinnon, 2007.
"Moments of IV and JIVE estimators,"
Econometrics Journal, Royal Economic Society, vol. 10(3), pages 541-553, November.
- James G. MacKinnon & Russell Davidson, 2006. "Moments Of Iv And Jive Estimators," Working Paper 1085, Economics Department, Queen's University.
- Russell Davidson & James MacKinnon, 2006. "Moments Of Iv And Jive Estimators," Departmental Working Papers 2006-22, McGill University, Department of Economics.
- Russell Davidson & James Mackinnon, 2009. "Moments of IV and JIVE estimators," Working Papers halshs-00442692, HAL.
- Alexandre Dmitriev, 2013. "Institutions and growth: evidence from estimation methods robust to weak instruments," Applied Economics, Taylor & Francis Journals, vol. 45(13), pages 1625-1635, May.
- Emanuele Millemaci & Ferdinando Ofria, 2014.
"Kaldor-Verdoorn's law and increasing returns to scale: A comparison across developed countries,"
Journal of Economic Studies, Emerald Group Publishing, vol. 41(1), pages 140-162, January.
- Ofria, Ferdinando & Millemaci, Emanuele, 2010. "Kaldor-Verdoorn’s law and increasing returns to scale: a comparison across developed countries," MPRA Paper 30941, University Library of Munich, Germany.
- Millemaci, Emanuele & Ofria, Ferdinando, 2012. "Kaldor-Verdoorn's Law and Increasing Returns to Scale: A Comparison Across Developed Countries," Economy and Society 143122, Fondazione Eni Enrico Mattei (FEEM).
- Emanuele Millemaci & Ferdinando Ofria, 2012. "Kaldor-Verdoorn's Law and Increasing Returns to Scale: A Comparison Across Developed Countries," Working Papers 2012.92, Fondazione Eni Enrico Mattei.
- Chao, John C. & Swanson, Norman R. & Hausman, Jerry A. & Newey, Whitney K. & Woutersen, Tiemen, 2012.
"Asymptotic Distribution Of Jive In A Heteroskedastic Iv Regression With Many Instruments,"
Econometric Theory, Cambridge University Press, vol. 28(1), pages 42-86, February.
- Chao & Swanson & Hausman & Newey & Woutersen, 2010. "Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments," Economics Working Paper Archive 567, The Johns Hopkins University,Department of Economics.
- Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011. "Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments," Departmental Working Papers 201110, Rutgers University, Department of Economics.
- Bekker, Paul A. & Crudu, Federico, 2015.
"Jackknife instrumental variable estimation with heteroskedasticity,"
Journal of Econometrics, Elsevier, vol. 185(2), pages 332-342.
- P.A. Bekker & F. Crudu, 2013. "Jackknife Instrumental Variable Estimation with Heteroskedasticity," Working Paper CRENoS 201313, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Emma M. Iglesias & Garry D. A. Phillips, 2012.
"Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(4), pages 505-520, June.
- Iglesias, Emma M. & Phillips, Garry D.A., 2011. "Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments," Cardiff Economics Working Papers E2011/19, Cardiff University, Cardiff Business School, Economics Section.
- Jeffrey R. Kling, 2006.
"Incarceration Length, Employment, and Earnings,"
American Economic Review, American Economic Association, vol. 96(3), pages 863-876, June.
- Jeffrey R. Kling, 2004. "Incarceration Length, Employment, and Earnings," Working Papers 873, Princeton University, Department of Economics, Industrial Relations Section..
- Jeffrey R. Kling, 2006. "Incarceration Length, Employment, and Earnings," NBER Working Papers 12003, National Bureau of Economic Research, Inc.
- Arcand, Jean-Louis & Ai, Chunrong & Ethier, Francois, 2007.
"Moral hazard and Marshallian inefficiency: Evidence from Tunisia,"
Journal of Development Economics, Elsevier, vol. 83(2), pages 411-445, July.
- Al, C. & Arcand, J.L. & Ethier, F., 1996. "Moral Hazard and Marshallian Inefficiency: Evidence from Tunisia," Cahiers de recherche 9605, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Jean-Louis ARCAND & AI & ETHIER, 2005. "Moral Hazard and Marshallian Inefficiency:Evidence from Tunisia," Working Papers 200534, CERDI.
- Al, C. & Arcand, J.L. & Ethier, F., 1996. "Moral Hazard and Marshallian Inefficiency: Evidence from Tunisia," Cahiers de recherche 9605, Universite de Montreal, Departement de sciences economiques.
- Aiwei Huang & Madhurima Chandra & Laura Malkhasyan, 2021. "Weak Instrumental Variables: Limitations of Traditional 2SLS and Exploring Alternative Instrumental Variable Estimators," Papers 2104.12370, arXiv.org.
- Madsen, Jakob B. & Raschky, Paul A. & Skali, Ahmed, 2015. "Does democracy drive income in the world, 1500–2000?," European Economic Review, Elsevier, vol. 78(C), pages 175-195.
- Sören Blomquist & Matz Dahlberg, 2006.
"The case against JIVE: a comment,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 839-841, September.
- Matz Dahlberg & Sören Blomquist, 2006. "The case against JIVE: a comment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 839-841.
- Guilhem Bascle, 2008. "Controlling for endogeneity with instrumental variables in strategic management research," Post-Print hal-00576795, HAL.
- Bhaven Sampat & Heidi L. Williams, 2019.
"How Do Patents Affect Follow-On Innovation? Evidence from the Human Genome,"
American Economic Review, American Economic Association, vol. 109(1), pages 203-236, January.
- Bhaven Sampat & Heidi L. Williams, 2015. "How Do Patents Affect Follow-On Innovation? Evidence from the Human Genome," NBER Working Papers 21666, National Bureau of Economic Research, Inc.
- MADSEN, Jakob B, 2018. "Is Inequality Increasing in r-g? The Dynamics of Capital’s Income Share in the UK, 1210-2013," Discussion paper series HIAS-E-70, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Daniel A. Ackerberg & Paul J. Devereux, 2009.
"Improved JIVE Estimators for Overidentified Linear Models with and without Heteroskedasticity,"
The Review of Economics and Statistics, MIT Press, vol. 91(2), pages 351-362, May.
- Ackerberg, Daniel & Devereux, Paul J., 2008. "Improved JIVE Estimators for Overidentified Linear Models with and without Heteroskedasticity," CEPR Discussion Papers 6926, C.E.P.R. Discussion Papers.
- Paul J. Devereux & Daniel A. Ackerberg, 2008. "Improved Jive estimators for overidentified linear models with and without heteroskedasticity," Working Papers 200817, School of Economics, University College Dublin.
- Bekker, Paul A. & Crudu, Federico, 2012. "Symmetric Jackknife Instrumental Variable Estimation," MPRA Paper 37853, University Library of Munich, Germany.
- Paul J. Devereux & Daniel A. Ackerberg, 2006.
"Comment on 'The case against JIVE',"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 835-838.
- Daniel A. Ackerberg & Paul J. Devereux, 2006. "Comment on ‘The case against JIVE’," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 835-838, September.
- Chambers, Marcus J., 2013.
"Jackknife estimation of stationary autoregressive models,"
Journal of Econometrics, Elsevier, vol. 172(1), pages 142-157.
- Chambers, MJ, 2010. "Jackknife Estimation of Stationary Autoregressive Models," Economics Discussion Papers 2786, University of Essex, Department of Economics.
- Alfonso Flores-Lagunes, 2007. "Finite sample evidence of IV estimators under weak instruments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(3), pages 677-694.
- Phillip, Garry & Xu, Yongdeng, 2016. "Almost Unbiased Variance Estimation in Simultaneous Equation Models," Cardiff Economics Working Papers E2016/10, Cardiff University, Cardiff Business School, Economics Section.
- Millemaci, Emanuele & Ofria, Ferdinando, 2016. "Supply and demand-side determinants of productivity growth in Italian regions," Structural Change and Economic Dynamics, Elsevier, vol. 37(C), pages 138-146.
- Phillips, Garry D.A. & Liu-Evans, Gareth, 2016. "Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 734-762.
- Yao, Yao & Ivanovski, Kris & Inekwe, John & Smyth, Russell, 2020. "Human capital and CO2 emissions in the long run," Energy Economics, Elsevier, vol. 91(C).
- Battiston, Diego, 2013. "The impact of immigration on the labour market: Evidence from 20 years of cross-border migration to Argentina," MPRA Paper 52424, University Library of Munich, Germany.
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More about this item
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2006-09-30 (Econometrics)
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