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Conceptual Frameworks and Experimental Design in Simultaneous Equations

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Abstract

Using examples drawn from two important papers in the recent literature on weak instruments, we demonstrate how observed experimental outcomes can be pro- foundly inuenced by the di erent conceptual frameworks underlying two exper- imental designs commonly employed when simulating simultaneous equations

Suggested Citation

  • C.L. Skeels, 2007. "Conceptual Frameworks and Experimental Design in Simultaneous Equations," Department of Economics - Working Papers Series 1020, The University of Melbourne.
  • Handle: RePEc:mlb:wpaper:1020
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    File URL: http://fbe.unimelb.edu.au/__data/assets/pdf_file/0007/802843/1020.pdf
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    References listed on IDEAS

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    1. D. S. Poskitt & C. L. Skeels, 2004. "Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small," Monash Econometrics and Business Statistics Working Papers 19/04, Monash University, Department of Econometrics and Business Statistics.
    2. Forchini, Giovanni & Hillier, Grant, 2003. "Conditional Inference For Possibly Unidentified Structural Equations," Econometric Theory, Cambridge University Press, vol. 19(05), pages 707-743, October.
    3. Chesher, Andrew & Dhaene, Geert & van Dijk, Herman, 2007. "Endogeneity, instruments and identification," Journal of Econometrics, Elsevier, vol. 139(1), pages 1-3, July.
    4. Marcelo J. Moreira, 2003. "A Conditional Likelihood Ratio Test for Structural Models," Econometrica, Econometric Society, vol. 71(4), pages 1027-1048, July.
    5. Douglas Staiger & James H. Stock, 1997. "Instrumental Variables Regression with Weak Instruments," Econometrica, Econometric Society, vol. 65(3), pages 557-586, May.
    6. Frank Kleibergen, 2002. "Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression," Econometrica, Econometric Society, vol. 70(5), pages 1781-1803, September.
    7. Donald W. K. Andrews & Marcelo J. Moreira & James H. Stock, 2006. "Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression," Econometrica, Econometric Society, vol. 74(3), pages 715-752, May.
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    Cited by:

    1. Giovanni Forchini, 2012. "Structural Equations and Invariance," School of Economics Discussion Papers 0312, School of Economics, University of Surrey.

    More about this item

    Keywords

    Simultaneous equations; Experimental design; Simulation experiment;

    JEL classification:

    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General

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