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The Distribution Of The Instrumental Variables Estimator And Its T-Ratio When The Instrument Is A Poor One

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Cited by:

  1. Sherry Glied & Christina Hoven & Robert Moore & A. Bowen Garrett, 1996. "Medicaid and Service Use Among Homeless Adults," NBER Working Papers 5834, National Bureau of Economic Research, Inc.
  2. Chistiano, Lawrence J & den Haan, Wouter J, 1996. "Small-Sample Properties of GMM for Business-Cycle Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 309-327, July.
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  4. Jacques Mairesse & Bronwyn H. Hall & Benoît Mulkay, 1999. "Firm-Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years," Annals of Economics and Statistics, GENES, issue 55-56, pages 27-67.
  5. Paul A. Bekker & Jan van der Ploeg, 2000. "Instrumental Variable Estimation Based on Grouped Data," Econometric Society World Congress 2000 Contributed Papers 1862, Econometric Society.
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  9. Richard Startz & Charles Nelson & Eric Zivot, 1999. "Improved Inference for the Instrumental Variable Estimator," Working Papers 0039, University of Washington, Department of Economics.
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  34. Philip Shaw & Marina‐Selini Katsaiti & Marius Jurgilas, 2011. "Corruption And Growth Under Weak Identification," Economic Inquiry, Western Economic Association International, vol. 49(1), pages 264-275, January.
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  36. Lourenco Senne Paz, 2006. "Consumption in Brazil: myopia or liquidity constraints? A simple test using quarterly data," Applied Economics Letters, Taylor & Francis Journals, vol. 13(15), pages 961-964.
  37. Mwabu, Germano, 2008. "The Production of Child Health in Kenya: A Structural Model of Birth Weight," Working Papers 52, Yale University, Department of Economics.
  38. Dufour, Jean-Marie & Taamouti, Mohamed, 2007. "Further results on projection-based inference in IV regressions with weak, collinear or missing instruments," Journal of Econometrics, Elsevier, vol. 139(1), pages 133-153, July.
  39. Dufour, Jean-Marie, 2001. "Logique et tests d’hypothèses," L'Actualité Economique, Société Canadienne de Science Economique, vol. 77(2), pages 171-190, juin.
  40. Brian P. Poi, 2006. "Jackknife instrumental variables estimation in Stata," Stata Journal, StataCorp LP, vol. 6(3), pages 364-376, September.
  41. François-Éric Racicot & William F Rentz & David Tessier & Raymond Théoret, 2019. "The conditional Fama-French model and endogenous illiquidity: A robust instrumental variables test," PLOS ONE, Public Library of Science, vol. 14(9), pages 1-26, September.
  42. Nuria Alcalde Fradejas & Jaime Vallés Giménez, "undated". "El Mercado Financiero Y El Racionamiento Del Endeudamiento Autonómico," Working Papers 4-02 Classification-JEL :, Instituto de Estudios Fiscales.
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  47. Stephen Bond & Anke Hoeffler & Jonathan Temple, 2001. "GMM Estimation of Empirical Growth Models," Economics Papers 2001-W21, Economics Group, Nuffield College, University of Oxford.
  48. Thomas, Duncan & Strauss, John, 1997. "Health and wages: Evidence on men and women in urban Brazil," Journal of Econometrics, Elsevier, vol. 77(1), pages 159-185, March.
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  50. D.S. Poskitt & C.L. Skeels, 2005. "Small Concentration Asymptotics and Instrumental Variables Inference," Department of Economics - Working Papers Series 948, The University of Melbourne.
  51. Brasington, David M. & Hite, Diane, 2005. "Demand for environmental quality: a spatial hedonic analysis," Regional Science and Urban Economics, Elsevier, vol. 35(1), pages 57-82, January.
  52. André L P Ribeiro & Luiz K Hotta, 2016. "Estimation of the Heteroskedastic Canonical Contagion Model with Instrumental Variables," PLOS ONE, Public Library of Science, vol. 11(12), pages 1-13, December.
  53. Janet Currie & Duncan Thomas, 1993. "Medicaid and Medical Care for Children," NBER Working Papers 4284, National Bureau of Economic Research, Inc.
  54. van Dijk, H.K., 2002. "On Bayesian structural inference in a simultaneous equation model," Econometric Institute Research Papers EI 2002-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  55. Gonzalez-Hermosillo Gonzalez, B.M., 2008. "Transmission of shocks across global financial markets : The role of contagion and investors' risk appetite," Other publications TiSEM d684f3c7-7ad8-4e93-88cf-a, Tilburg University, School of Economics and Management.
  56. Currie, Janet & Thomas, Duncan, 1995. "Does Head Start Make a Difference?," American Economic Review, American Economic Association, vol. 85(3), pages 341-364, June.
  57. Agee, Mark D. & Crocker, Thomas D., 2000. "Household environmental protection and the intergenerational transmission of human capital," Journal of Economic Psychology, Elsevier, vol. 21(6), pages 673-690, December.
  58. Smith, David C., 1999. "Finite sample properties of tests of the Epstein-Zin asset pricing model," Journal of Econometrics, Elsevier, vol. 93(1), pages 113-148, November.
  59. Renaud Bourlès & Gilbert Cette, 2006. "A comparison of structural productivity levels in the major industrialised countries," OECD Economic Studies, OECD Publishing, vol. 2005(2), pages 75-108.
  60. Gustavo A. Marrero & Luis Servén, 2022. "Growth, inequality and poverty: a robust relationship?," Empirical Economics, Springer, vol. 63(2), pages 725-791, August.
  61. Mokhtarian, Patricia L. & Cao, Xinyu, 2008. "Examining the impacts of residential self-selection on travel behavior: A focus on methodologies," Transportation Research Part B: Methodological, Elsevier, vol. 42(3), pages 204-228, March.
  62. Metcalf, Gilbert E., 1996. "Specification testing in panel data with instrumental variables," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 291-307.
  63. Sonia Bhalotra, 2007. "Is Child Work Necessary?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(1), pages 29-55, February.
  64. Adrian Pagan, 2007. "Weak instruments (in Russian)," Quantile, Quantile, issue 2, pages 71-81, March.
  65. Alastair R. Hall, 2013. "Generalized Method of Moments," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 14, pages 313-333, Edward Elgar Publishing.
  66. K. C. John Wei & Stanley R. Stansell, 1991. "Benchmark Error And The Small Firm Effect: A Revisit," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 14(4), pages 359-369, December.
  67. Joel L. Horowitz, 1996. "Bootstrap Methods in Econometrics: Theory and Numerical Performance," Econometrics 9602009, University Library of Munich, Germany, revised 05 Mar 1996.
  68. Gilbert Cette & Jimmy Lopez, 2012. "ICT demand behaviour: an international comparison," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 21(4), pages 397-410, June.
  69. 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.
  70. Poskitt, D.S. & Skeels, C.L., 2007. "Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small," Journal of Econometrics, Elsevier, vol. 139(1), pages 217-236, July.
  71. Lawrence J. Christiano & Michele Boldrin & Jonas D. M. Fisher, 2001. "Habit Persistence, Asset Returns, and the Business Cycle," American Economic Review, American Economic Association, vol. 91(1), pages 149-166, March.
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  74. Martin Arnegger & Christian Hofmann, 2014. "Überprüfung des Zusammenhangs von Eigenschaften, Aufgaben und Vergütung von Aufsichtsräten deutscher Unternehmen," Schmalenbach Journal of Business Research, Springer, vol. 66(7), pages 518-566, November.
  75. Brandt, Nicola, 2007. "Mark-ups, economies of scale and the role of knowledge spillovers in OECD industries," European Economic Review, Elsevier, vol. 51(7), pages 1708-1732, October.
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  77. Martin Bijsterbosch & Marcin Kolasa, 2010. "FDI and productivity convergence in Central and Eastern Europe: an industry-level investigation," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 145(4), pages 689-712, January.
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