On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables
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- David E. Giles, 2017. "On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 15(1), pages 15-26, March.
References listed on IDEAS
- Giles, David E. A., 1984. "Instrumental variables regressions involving seasonal data," Economics Letters, Elsevier, vol. 14(4), pages 339-343.
- Michael C. Lovell, 1963. "Seasonal Adjustment of Economic Time Series and Multiple Regression," Cowles Foundation Discussion Papers 151, Cowles Foundation for Research in Economics, Yale University.
- David F. Hendry & Carlos Santos, 2005.
"Regression Models with Data‐based Indicator Variables,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(5), pages 571-595, October.
- David F. Hendry & Carlos Santos, 2004. "Regression Models with Data-based Indicator Variables," Economics Papers 2004-W04, Economics Group, Nuffield College, University of Oxford.
- David F. Hendry & Carlos Santos, 2004. "Regression Models with Data-based Indicator Variables," Economics Papers 2004-W13, Economics Group, Nuffield College, University of Oxford.
- Salkever, David S., 1976. "The use of dummy variables to compute predictions, prediction errors, and confidence intervals," Journal of Econometrics, Elsevier, vol. 4(4), pages 393-397, November.
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- Ambos, Tina C. & Ambos, Björn & Eich, Katharina J. & Puck, Jonas, 2016. "Imbalance and Isolation: How Team Configurations Affect Global Knowledge Sharing," Journal of International Management, Elsevier, vol. 22(4), pages 316-332.
- Paul E. Orzechowski, 2020. "U.S. Small Business Administration loans and U.S. state-level employment," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(3), pages 486-505, July.
More about this item
KeywordsDummy variables; indicator variables; instrumental variables; inconsistent estimator;
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
- C26 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Instrumental Variables (IV) Estimation
- C49 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Other
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2011-05-14 (Econometrics)
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