IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!)

Citations for "Constructing Instruments for Regressions with Measurement Error when no Additional Data are Available, with an Application to Patents and R&D"

by Arthur Lewbel

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as
in new window


  1. Sumon Kumar Bhaumik & Jeffrey B. Nugent, 2002. "Does Economic Uncertainty Have an Impact on Decisions to Bear Children? Evidence from Eastern Germany," William Davidson Institute Working Papers Series 491, William Davidson Institute at the University of Michigan.
  2. David Welsch & David Zimmer, 2010. "The Effect of Health and Poverty on Early Childhood Cognitive Development," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 38(1), pages 37-49, March.
  3. Michis Antonis A, 2009. "Regression Analysis of Marketing Time Series: A Wavelet Approach with Some Frequency Domain Insights," Review of Marketing Science, De Gruyter, vol. 7(1), pages 1-43, July.
  4. Thomas Osang, 2006. "External and internal determinants of development," Proceedings, Federal Reserve Bank of Dallas, pages 35-59.
  5. Bonhomme, Stphane & Robin, Jean-Marc, 2009. "Consistent noisy independent component analysis," Journal of Econometrics, Elsevier, vol. 149(1), pages 12-25, April.
  6. Thomas J. Kane & Cecilia Elena Rouse & Douglas Staiger, 1999. "Estimating Returns to Schooling When Schooling is Misreported," NBER Working Papers 7235, National Bureau of Economic Research, Inc.
  7. Meijer, Erik & Wansbeek, Tom, 2000. "Measurement error in a single regressor," Economics Letters, Elsevier, vol. 69(3), pages 277-284, December.
  8. Alex Klein & Guy Tchuente, 2017. "Spatial differencing for sample selection models," Studies in Economics 1701, School of Economics, University of Kent.
  9. Sungho Park & Sachin Gupta, 2012. "Handling Endogenous Regressors by Joint Estimation Using Copulas," Marketing Science, INFORMS, vol. 31(4), pages 567-586, July.
  10. Chen, Xiaohong & Hu, Yingyao & Lewbel, Arthur, 2008. "Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments," Economics Letters, Elsevier, vol. 100(3), pages 381-384, September.
  11. Giorgio Calcagnini & Fabio Farabullini & Germana Giombini, 2012. "The impact of the recent financial crisis on bank loan interest rates and guarantees," Working Papers 1202, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2012.
  12. Yingyao Hu & Geert Ridder, 2012. "Estimation of nonlinear models with mismeasured regressors using marginal information," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(3), pages 347-385, 04.
  13. Abdulai, Awudu & Aubert, Dominique, 2004. "Nonparametric and parametric analysis of calorie consumption in Tanzania," Food Policy, Elsevier, vol. 29(2), pages 113-129, April.
  14. Roger Klein & Francis Vella, 2009. "A semiparametric model for binary response and continuous outcomes under index heteroscedasticity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(5), pages 735-762.
  15. Erickson, Timothy & Jiang, Colin Huan & Whited, Toni M., 2014. "Minimum distance estimation of the errors-in-variables model using linear cumulant equations," Journal of Econometrics, Elsevier, vol. 183(2), pages 211-221.
  16. Calmès, Christian & Théoret, Raymond, 2014. "Bank systemic risk and macroeconomic shocks: Canadian and U.S. evidence," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 388-402.
  17. Dong, Zhiqiang & Wei, Xiahai & Zhang, Yongjing, 2016. "The allocation of entrepreneurial efforts in a rent-seeking society: Evidence from China," Journal of Comparative Economics, Elsevier, vol. 44(2), pages 353-371.
  18. Venky Nagar, "undated". "Organizational Design Choices in Retail Banking," Rodney L. White Center for Financial Research Working Papers 09-99, Wharton School Rodney L. White Center for Financial Research.
  19. Brännäs, Kurt & Hellström, Jörgen, 1998. "Forecasting based on Very Small Samples and Additional Non-Sample Information," Umeå Economic Studies 472, Umeå University, Department of Economics.
  20. Klein, Roger & Vella, Francis, 2010. "Estimating a class of triangular simultaneous equations models without exclusion restrictions," Journal of Econometrics, Elsevier, vol. 154(2), pages 154-164, February.
  21. Xiaohong Chen & Yingyao Hu & Arthur Lewbel, 2007. "Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information," CeMMAP working papers CWP18/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  22. Christian Calm¨¨s & Raymond Th¨¦oret, 2016. "The Asymmetric Impact of Portfolio Mix on Bank Performance over the Business Cycle: U.S. and Canadian Evidence," Review of Economics & Finance, Better Advances Press, Canada, vol. 6, pages 57-74, February.
  23. Krüger Jens J. & Cantner Uwe & Hanusch Horst, 2003. "Explaining International Productivity Differences / Erklärung internationaler Produktivitätsunterschiede," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 223(6), pages 659-679, December.
  24. Millimet, Daniel L. & Roy, Jayjit, 2011. "Three New Empirical Tests of the Pollution Haven Hypothesis When Environmental Regulation is Endogenous," IZA Discussion Papers 5911, Institute for the Study of Labor (IZA).
  25. Todd Prono, 2008. "GARCH-based identification and estimation of triangular systems," Risk and Policy Analysis Unit Working Paper QAU08-4, Federal Reserve Bank of Boston.
  26. Christian Calmès & Raymond Théoret, 2012. "Bank systemic risk and the business cycle: Canadian and U.S. evidence," RePAd Working Paper Series UQO-DSA-wp022012, Département des sciences administratives, UQO.
  27. Abdulai, Awudu & Aubert, Dominique, 2004. "A cross-section analysis of household demand for food and nutrients in Tanzania," Agricultural Economics, Blackwell, vol. 31(1), pages 67-79, July.
  28. Carlson, Andrea & Lino, Mark & Fungwe, Thomas V. & Guenther, Patricia M., 2009. "Eating a Healthy Diet: Is Cost a Major Factor?," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49259, Agricultural and Applied Economics Association.
  29. Davezies, Laurent & d'Haultfoeuille, Xavier & Fougère, Denis, 2006. "Identification of Peer Effects Using Group Size Variation," IZA Discussion Papers 2324, Institute for the Study of Labor (IZA).
  30. David Joulfaian & Mark Rider, 2003. "Errors in Variables and Estimated Price Elasticities for Charitable Giving," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper0307, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
  31. Hruschka, Harald, 2010. "Considering endogeneity for optimal catalog allocation in direct marketing," European Journal of Operational Research, Elsevier, vol. 206(1), pages 239-247, October.
  32. Jeffry Jacob & Thomas Osang, 2007. "Values, Beliefs and Development," Departmental Working Papers 0705, Southern Methodist University, Department of Economics.
  33. Johan Lundberg & Sofia Lundberg, 2012. "Distributional Effects of Lower Food Prices in a Rich Country," Journal of Consumer Policy, Springer, vol. 35(3), pages 373-391, September.
  34. Venky Nagar & Madhav V. Rajan, 2005. "Measuring Customer Relationships: The Case of the Retail Banking Industry," Management Science, INFORMS, vol. 51(6), pages 904-919, June.
  35. Millimet, Daniel L. & Tchernis, Rusty, 2008. "Estimating high-dimensional demand systems in the presence of many binding non-negativity constraints," Journal of Econometrics, Elsevier, vol. 147(2), pages 384-395, December.
  36. Knittel Christopher R. & Stango Victor, 2008. "Incompatibility, Product Attributes and Consumer Welfare: Evidence from ATMs," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 8(1), pages 1-42, January.
  37. Sarah Langlotz & Niklas Potrafke, 2016. "Does Development Aid Increase Military Expenditure?," CESifo Working Paper Series 6088, CESifo Group Munich.
  38. repec:dgr:rugsom:00f14 is not listed on IDEAS
  39. Arthur Lewbel, 2010. "Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 67-80, December.
  40. Huynh, Kim P. & Schmidt-Dengler, Philipp & Stix, Helmut, 2014. "Whenever and Wherever: The Role of Card Acceptance in the Transaction Demand for Money," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 472, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  41. Chen, Hong-Yi & Lee, Alice C. & Lee, Cheng-Few, 2015. "Alternative errors-in-variables models and their applications in finance research," The Quarterly Review of Economics and Finance, Elsevier, vol. 58(C), pages 213-227.
  42. Luisa Corrado & Paola Samˆ, 2012. "Inside the Life Satisfaction Blackbox," Econometica Working Papers wp44, Econometica.
  43. Richards, Timothy J. & Mancino, Lisa, 2012. "Demand for Food Away from Home: A Multiple Discrete/Continuous Extreme Value Model," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 127103, International Association of Agricultural Economists.
  44. Biørn, Erik, 2017. "Identification and Method of Moments Estimation in Polynomial Measurement Error Models," Memorandum 01/2017, Oslo University, Department of Economics.
  45. Huynh, Kim P. & Schmidt-Dengler, Philipp & Stix, Helmut, 2014. "The Role of Card Acceptance in the Transaction Demand for Money," CEPR Discussion Papers 10183, C.E.P.R. Discussion Papers.
  46. Larcker, David F., 2003. "Discussion of "are executive stock options associated with future earnings?"," Journal of Accounting and Economics, Elsevier, vol. 36(1-3), pages 91-103, December.
  47. Gospodinov, Nikolay & Komunjer, Ivana & Ng, Serena, 2014. "Minimum Distance Estimation of Dynamic Models with Errors-In-Variables," FRB Atlanta Working Paper 2014-11, Federal Reserve Bank of Atlanta.
  48. Yingyao Hu & Arthur Lewbel & Susanne M. Schennach, 2007. "Nonparametric identification of the classical errors-in-variables model without side information," CeMMAP working papers CWP14/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  49. Heflin, Colleen M. & Acevedo, Sharon Kukla, 2011. "Non-income effects of welfare receipt on early childhood cognitive scores," Children and Youth Services Review, Elsevier, vol. 33(5), pages 634-643, May.
  50. Christian Calmès & Raymond Théoret, 2009. "Off-Balance-Sheet Activities and the Shadow Banking System: An Application of the Hausman Test with Higher Moments Instruments," RePAd Working Paper Series UQO-DSA-wp042009, Département des sciences administratives, UQO.
  51. Andrew Chesher, 2000. "Polynomial Regression with Normal Covariate Measurement Error," Econometric Society World Congress 2000 Contributed Papers 1911, Econometric Society.
  52. Chen, Xiaohong & Hu, Yingyao & Lewbel, Arthur, 2008. "A note on the closed-form identification of regression models with a mismeasured binary regressor," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1473-1479, September.
  53. Benny Geys & Jan Vermeir, 2008. "Taxation and presidential approval: separate effects from tax burden and tax structure turbulence?," Public Choice, Springer, vol. 135(3), pages 301-317, June.
  54. You, Wen & Nayga, Rodolfo M., Jr., 2003. "Impact Of Food Away From Home On Children'S Diet," 2003 Annual meeting, July 27-30, Montreal, Canada 22239, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  55. Susanne M. Schennach, 2012. "Measurement error in nonlinear models - a review," CeMMAP working papers CWP41/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  56. Mancino, Lisa & Kinsey, Jean D., 2008. "Is Dietary Knowledge Enough? Hunger, Stress, and Other Roadblocks to Healthy Eating," Economic Research Report 56465, United States Department of Agriculture, Economic Research Service.
  57. Todd, Prono, 2009. "GARCH-Based Identification and Estimation of Triangular Systems," MPRA Paper 20032, University Library of Munich, Germany.
  58. Christian Calmès & Raymond Théoret, 2011. "Bank systemic risk and the business cycle: An empirical investigation using Canadian data," RePAd Working Paper Series UQO-DSA-wp322011, Département des sciences administratives, UQO.
  59. Ha, Eunyoung & Kang, Myung-koo, 2015. "Government Policy Responses to Financial Crises: Identifying Patterns and Policy Origins in Developing Countries," World Development, Elsevier, vol. 68(C), pages 264-281.
  60. YANAGI, Takahide, 2017. "Inference on Local Average Treatment Effects for Misclassified Treatment," Discussion Papers 2017-02, Graduate School of Economics, Hitotsubashi University.
  61. Baltagi, Badi H. & Li, Qi, 2002. "On instrumental variable estimation of semiparametric dynamic panel data models," Economics Letters, Elsevier, vol. 76(1), pages 1-9, June.
  62. John Ashworth & Benny Geys & Bruno Heyndels, 2006. "Everyone likes a winner: An empirical test of the effect of electoral closeness on turnout in a context of expressive voting," Public Choice, Springer, vol. 128(3), pages 383-405, September.
  63. Venky Nagar, "undated". "Organizational Design Choices in Retail Banking," Rodney L. White Center for Financial Research Working Papers 9-99, Wharton School Rodney L. White Center for Financial Research.
  64. Munasib, Abdul & Bhattacharya, Samrat, 2010. "Is the 'Idiot's Box' raising idiocy? Early and middle childhood television watching and child cognitive outcome," Economics of Education Review, Elsevier, vol. 29(5), pages 873-883, October.
  65. Pedro A. Alviola & Oral Capps, 2010. "Household demand analysis of organic and conventional fluid milk in the United States based on the 2004 Nielsen Homescan panel," Agribusiness, John Wiley & Sons, Ltd., vol. 26(3), pages 369-388.
  66. Laurent Davezies & Xavier D'Haultfoeuille & Denis Fougère, 2009. "Identification of peer effects using group size variation," Econometrics Journal, Royal Economic Society, vol. 12(3), pages 397-413, November.
  67. Geert Ridder & Yingyao Hu, 2004. "Estimation of Nonlinear Models with Measurement Error Using Marginal Information," Econometric Society 2004 North American Summer Meetings 21, Econometric Society.
  68. Yun-Yeong Kim & Joon Y. Park, 1999. "The Asymptotic Variance Bound for Instrumental Variables Estimators," Working Paper Series no10, Institute of Economic Research, Seoul National University.
  69. Xiaohong Chen & Han Hong & Denis Nekipelov, 2011. "Nonlinear Models of Measurement Errors," Journal of Economic Literature, American Economic Association, vol. 49(4), pages 901-937, December.
  70. Castelli, Annalisa & Dwyer, Gerald P. & Hasan, Iftekhar, 2009. "Bank relationships and firms' financial performance : the Italian experience," Research Discussion Papers 36/2009, Bank of Finland.
  71. Erik Meijer & Laura Spierdijk & Tom J. Wansbeek, 2015. "Consistent Estimation of Linear Panel Data Models with Measurement Error," CESifo Working Paper Series 5164, CESifo Group Munich.
  72. Racicot, François-Éric & Théoret, Raymond, 2016. "Macroeconomic shocks, forward-looking dynamics, and the behavior of hedge funds," Journal of Banking & Finance, Elsevier, vol. 62(C), pages 41-61.
  73. Sandeep Mohapatra & Rachael Goodhue & Scott Rozelle, 2008. "Incentive Complementarity in China’s Rural Enterprises," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 33(1), pages 63-79, August.
  74. Christian Calmès & Denis Cormier & Francois Éric Racicot & Raymond Théoret, 2012. "Firms' Accruals and Tobin’s q," RePAd Working Paper Series UQO-DSA-wp032012, Département des sciences administratives, UQO.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.