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Citations for "Judging Instrument Relevance in Instrumental Variables Estimation"

by Hall, Alastair R & Rudebusch, Glenn D & Wilcox, David W

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  1. Jondeau, E. & Le Bihan, H., 2003. "ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve)," Working papers 103, Banque de France.
  2. Chintrakarn, Pandej & Millimet, Daniel L., 2006. "The environmental consequences of trade: Evidence from subnational trade flows," Journal of Environmental Economics and Management, Elsevier, vol. 52(1), pages 430-453, July.
  3. Daniel Millimet; Vasudha Rangaprasad, 2004. "Strategic Competition Amongst Public Schools," Econometric Society 2004 North American Summer Meetings 197, Econometric Society.
  4. Torgler, Benno & Schneider, Friedrich, 2007. "Shadow Economy, Tax Morale, Governance and Institutional Quality: A Panel Analysis," IZA Discussion Papers 2563, Institute for the Study of Labor (IZA).
  5. Dufour, Jean-Marie, 2001. "Logique et tests d’hypothèses," L'Actualité Economique, Société Canadienne de Science Economique, vol. 77(2), pages 171-190, juin.
  6. Doko Tchatoka, Firmin Sabro, 2012. "Specification Tests with Weak and Invalid Instruments," MPRA Paper 40185, University Library of Munich, Germany.
  7. D. Klepinger & S. Lundberg & R. Plotnick, . "Instrument selection: The case of teenage childbearing and women's educational attainment," Institute for Research on Poverty Discussion Papers 1077-95, University of Wisconsin Institute for Research on Poverty.
  8. PERRON, Benoît, 1999. "Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off," Cahiers de recherche 9901, Universite de Montreal, Departement de sciences economiques.
  9. Maarten A. Allers & Corine Hoeben, 2010. "Effects of Unit-Based Garbage Pricing: A Differences-in-Differences Approach," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 45(3), pages 405-428, March.
  10. Jinyong Hahn & Atsushi Inoue, 2002. "A Monte Carlo Comparison Of Various Asymptotic Approximations To The Distribution Of Instrumental Variables Estimators," Econometric Reviews, Taylor & Francis Journals, vol. 21(3), pages 309-336.
  11. Per G. Fredriksson & John A. List & Daniel L. Millimet, 2003. "Chasing the Smokestack: Strategic Policymaking With Multiple Instruments," NBER Working Papers 9801, National Bureau of Economic Research, Inc.
  12. Millimet, Daniel L. & Collier, Trevor, 2008. "Efficiency in public schools: Does competition matter?," Journal of Econometrics, Elsevier, vol. 145(1-2), pages 134-157, July.
  13. Donald W.K. Andrews & James H. Stock, 2005. "Inference with Weak Instruments," NBER Technical Working Papers 0313, National Bureau of Economic Research, Inc.
  14. Torgler, Benno & Schneider, Friedrich, 2009. "The impact of tax morale and institutional quality on the shadow economy," Journal of Economic Psychology, Elsevier, vol. 30(2), pages 228-245, April.
  15. Bronwyn H. Hall & Jacques Mairesse & Benoit Mulkay & Jacques Mairesse, 1999. "Firm Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years," Econometrics 9902001, EconWPA.
  16. 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.
  17. Davis, George C. & Kim, Sung-Yong, 2002. "Measuring instrument relevance in the single endogenous regressor-multiple instrument case: a simplifying procedure," Economics Letters, Elsevier, vol. 74(3), pages 321-325, February.
  18. Benno Torgler & María A. García Valiñas & Alison Macintyre, 2008. "Environmental Participation and Environmental Motivation," Working Papers 2008.95, Fondazione Eni Enrico Mattei.
  19. Benno Torgler, 2007. "Trust in International Organizations: An Empirical Investigation Focusing on the United Nations," Working Papers 05-2007, Institute of Local Public Finance.
  20. Torgler, Benno & Schmidt, Sascha L & Frey, Bruno S., 2006. "The Power of Positional Concerns: A Panel Analysis," Berkeley Olin Program in Law & Economics, Working Paper Series qt1z14v7zt, Berkeley Olin Program in Law & Economics.
  21. 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.
  22. Benno Torgler & María A.García-Valiñas & Alison Macintyre, 2008. "Justifiability of Littering: An Empirical Investigation," CREMA Working Paper Series 2008-08, Center for Research in Economics, Management and the Arts (CREMA).
  23. Murray, Christian J. & Nelson, Charles R., 2000. "The uncertain trend in U.S. GDP," Journal of Monetary Economics, Elsevier, vol. 46(1), pages 79-95, August.
  24. Arcand, Jean-Louis & d'Hombres, Beatrice, 2006. "Testing for Separation in Agricultural Household Models and Unobservable Household-Specific Effects," MPRA Paper 1863, University Library of Munich, Germany.
  25. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/GMM estimation and testing," CERT Discussion Papers 0706, Centre for Economic Reform and Transformation, Heriot Watt University.
  26. Susanto Basu & John G. Fernald, 2000. "Why is productivity procyclical? Why do we care?," Working Paper Series WP-00-11, Federal Reserve Bank of Chicago.
  27. Pengyu Zhu, 2012. "Are telecommuting and personal travel complements or substitutes?," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 48(2), pages 619-639, April.
  28. John Chao & Norman Swanson, 2003. "Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction," Departmental Working Papers 200315, Rutgers University, Department of Economics.
  29. Isabelle Clerc & Olivier L’Haridon & Alain Paraponaris & Camelia Protopopescu & Bruno Ventelou, 2012. "Fee-for-service payments and consultation length in general practice: a work--leisure trade-off model for French GPs," Applied Economics, Taylor & Francis Journals, vol. 44(25), pages 3323-3337, September.
  30. 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.
  31. Jeffry Jacob & Thomas Osang, 2007. "Values, Beliefs and Development," Departmental Working Papers 0705, Southern Methodist University, Department of Economics.
  32. Cao, Xinyu & Mokhtarian, Patricia & Handy, Susan, 2008. "Examining The Impacts of Residential Self-Selection on Travel Behavior: Methodologies and Empirical Findings," Institute of Transportation Studies, Working Paper Series qt08x1k476, Institute of Transportation Studies, UC Davis.
  33. Alessio D'Amato & Massimiliano Mazzanti & Francesco Nicolli, 2011. "Waste Sustainability, Environmental Management and Mafia: Analysing Geographical and Economic Dimensions," CEIS Research Paper 213, Tor Vergata University, CEIS, revised 24 Oct 2011.
  34. DUFOUR, Jean-Marie & TAAMOUTI, Mohamed, 2003. "Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments," Cahiers de recherche 2003-10, Universite de Montreal, Departement de sciences economiques.
  35. Košak, Marko & Li, Shaofang & Lončarski, Igor & Marinč, Matej, 2015. "Quality of bank capital and bank lending behavior during the global financial crisis," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 168-183.
  36. Carrere, Celine, 2006. "Revisiting the effects of regional trade agreements on trade flows with proper specification of the gravity model," European Economic Review, Elsevier, vol. 50(2), pages 223-247, February.
  37. Vieira, Flávio & MacDonald, Ronald & Damasceno, Aderbal, 2012. "The role of institutions in cross-section income and panel data growth models: A deeper investigation on the weakness and proliferation of instruments," Journal of Comparative Economics, Elsevier, vol. 40(1), pages 127-140.
  38. Richard Startz & Charles Nelson & Eric Zivot, 1999. "Improved Inference for the Instrumental Variable Estimator," Econometrics 9905001, EconWPA.
  39. Jon Danielsson & Ryan Love, 2004. "Feedback trading," LSE Research Online Documents on Economics 24760, London School of Economics and Political Science, LSE Library.
  40. Carlsson, M., 2000. "Measures of Technology and the Short-Run Responses to Technology Shocks - Is the RBC-Model Consistent with Swedish Manufacturing Data?," Papers 2000-20, Uppsala - Working Paper Series.
  41. DUFOUR, Jean-Marie, 2001. "Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie," Cahiers de recherche 2001-15, Universite de Montreal, Departement de sciences economiques.
  42. Faff, Robert & Gray, Philip, 2006. "On the estimation and comparison of short-rate models using the generalised method of moments," Journal of Banking & Finance, Elsevier, vol. 30(11), pages 3131-3146, November.
  43. Chintrakarn, Pandej & Millimet, Daniel, 2006. "Subnational Trade Flows and State-Level Energy Intensity," Departmental Working Papers 0601, Southern Methodist University, Department of Economics.
  44. Jean-Marie Dufour & Joanna Jasiak, 2000. "Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors," Econometric Society World Congress 2000 Contributed Papers 1536, Econometric Society.
  45. Susanto Basu & John G. Fernald & Miles S. Kimball, 1998. "Are technology improvements contractionary?," International Finance Discussion Papers 625, Board of Governors of the Federal Reserve System (U.S.).
  46. 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.
  47. Lanne, Markku & Luoma, Arto & Luoto, Jani, 2009. "A naïve sticky information model of households' inflation expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 33(6), pages 1332-1344, June.
  48. Schaltegger, Christoph A. & Torgler, Benno, 2007. "Government accountability and fiscal discipline: A panel analysis using Swiss data," Journal of Public Economics, Elsevier, vol. 91(1-2), pages 117-140, February.
  49. Jeffrey C. Fuhrer & Glenn D. Rudebusch, 2002. "Estimating the Euler equation for output," Working Papers 02-3, Federal Reserve Bank of Boston.
  50. Ng, Eric C.Y., 2010. "Production fragmentation and business-cycle comovement," Journal of International Economics, Elsevier, vol. 82(1), pages 1-14, September.
  51. Gimenez-Nadal, J. Ignacio & Molina, José Alberto, 2011. "Commuting Time and Labour Supply: A Causal Effect?," IZA Discussion Papers 5529, Institute for the Study of Labor (IZA).
  52. Cáceres, Neila & Malone, Samuel W., 2015. "Optimal Weather Conditions, Economic Growth, and Political Transitions," World Development, Elsevier, vol. 66(C), pages 16-30.
  53. Bruno S. Frey & Benno Torgler, 2008. "Politicians: Be Killed or Survive," CESifo Working Paper Series 2483, CESifo Group Munich.
  54. Burnside, Craig, 1996. "Production function regressions, returns to scale, and externalities," Journal of Monetary Economics, Elsevier, vol. 37(2-3), pages 177-201, April.
  55. María García-Vega & José Herce, 2011. "Does tenure in office affect regional growth? The role of public capital productivity," Public Choice, Springer, vol. 146(1), pages 75-92, January.
  56. D.S. Poskitt & C.L. Skeels, 2002. "Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory," Department of Economics - Working Papers Series 862, The University of Melbourne.
  57. Fang, Ying & Zhao, Yang, 2009. "Do institutions matter? : Estimating the effect of institutions on economic performance in China," BOFIT Discussion Papers 9/2009, Bank of Finland, Institute for Economies in Transition.
  58. Alastair R. Hall & Fernanda P. M. Peixe, 2003. "A Consistent Method for the Selection of Relevant Instruments," Econometric Reviews, Taylor & Francis Journals, vol. 22(3), pages 269-287, January.
  59. Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis," Staff Working Papers 05-27, Bank of Canada.
  60. Faust, Jon & Wright, Jonathan H., 2008. "Efficient forecast tests for conditional policy forecasts," Journal of Econometrics, Elsevier, vol. 146(2), pages 293-303, October.
  61. Wimanda, Rizki E. & Turner, Paul M. & Hall, Maximilian J.B., 2011. "Expectations and the inertia of inflation: The case of Indonesia," Journal of Policy Modeling, Elsevier, vol. 33(3), pages 426-438, May.
  62. Alejandro Quijada, 2007. "Institutional Quality And Total Factor Productivity In Latin America And The Caribbean: Exploring The Unobservable Through Factor Analysis," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 25(53), pages 66-119, January.
  63. Benno Torgler & Friedrich Schneider & Christoph A. Schaltegger, 2007. "With or Against the People? The Impact of a Bottom-Up Approach on Tax Morale and the Shadow Economy," School of Economics and Finance Discussion Papers and Working Papers Series 211, School of Economics and Finance, Queensland University of Technology.
  64. Schwerdt, Guido & Messer, Dolores & Wößmann, Ludger & Wolter, Stefan C., 2012. "The impact of an adult education voucher program: Evidence from a randomized field experiment," Munich Reprints in Economics 19921, University of Munich, Department of Economics.
  65. Justina A.V. Fischer & Benno Torgler, 2006. "Does Envy Destroy Social Fundamentals? The Impact of Relative Income Position on Social Capital," CREMA Working Paper Series 2006-04, Center for Research in Economics, Management and the Arts (CREMA).
  66. Doko Tchatoka, Firmin Sabro & Dufour, Jean-Marie, 2008. "Instrument endogeneity and identification-robust tests: some analytical results," MPRA Paper 29613, University Library of Munich, Germany.
  67. Kapetanios, George & Marcellino, Massimiliano, 2010. "Cross-sectional averaging and instrumental variable estimation with many weak instruments," Economics Letters, Elsevier, vol. 108(1), pages 36-39, July.
  68. Rachel Connelly & Deborah DeGraff & Deborah Levison & Brian McCall, 2006. "Tackling The Endogeneity Of Fertility In The Study Of Women'S Employment In Developing Countries: Alternative Estimation Strategies Using Data From Urban Brazil," Feminist Economics, Taylor & Francis Journals, vol. 12(4), pages 561-597.
  69. Zivot, E & Startz, R & Nelson, C-R, 1997. "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Discussion Papers in Economics at the University of Washington 97-17, Department of Economics at the University of Washington.
  70. Larcker, David F. & Rusticus, Tjomme O., 2010. "On the use of instrumental variables in accounting research," Journal of Accounting and Economics, Elsevier, vol. 49(3), pages 186-205, April.
  71. Benno Torgler & Sascha L. Schmidt & Bruno S. Frey, 2006. "Relative Income Position and Performance: An Empirical Panel Analysis," Working Papers 2006.39, Fondazione Eni Enrico Mattei.
  72. Harmon, Colm & Walker, Ian, 1999. "The marginal and average returns to schooling in the UK," European Economic Review, Elsevier, vol. 43(4-6), pages 879-887, April.
  73. John Shea, 1996. "Instrument Relevance in Multivariate Linear Models: A Simple Measure," NBER Technical Working Papers 0193, National Bureau of Economic Research, Inc.
  74. Ying Fang & Yang Zhao, 2013. "Do Institutions Matter? Estimating the Effect of Institutions on Econo- mic Performance in China," WISE Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  75. Lucio Sarno & Mark P. Taylor, . "Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behaviour in the UK," Economics and Finance Discussion Papers 97-12, Economics and Finance Section, School of Social Sciences, Brunel University.
  76. Chernov, Mikhail, 2007. "On the Role of Risk Premia in Volatility Forecasting," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 411-426, October.
  77. Bhagat, Sanjai & Bolton, Brian, 2008. "Corporate governance and firm performance," Journal of Corporate Finance, Elsevier, vol. 14(3), pages 257-273, June.
  78. Allen, Linda & Gottesman, Aron A. & Peng, Lin, 2012. "The impact of joint participation on liquidity in equity and syndicated bank loan markets," Journal of Financial Intermediation, Elsevier, vol. 21(1), pages 50-78.
  79. Pablo Selaya, 2005. "To aid or not to aid: Foreign aid and productivity in cross-country regressions," Development Research Working Paper Series 03/2005, Institute for Advanced Development Studies.
  80. Colin Vance & Ralf Hedel, 2007. "The impact of urban form on automobile travel: disentangling causation from correlation," Transportation, Springer, vol. 34(5), pages 575-588, September.
  81. Weshah Razzak, 1997. "The inflation-output trade-off: Is the Phillips Curve symmetric? A policy lesson from New Zealand," Reserve Bank of New Zealand Discussion Paper Series G97/2, Reserve Bank of New Zealand.
  82. Dolores Messer & Guido Schwerdt & Ludger Woessmann & Stefan C. Wolter, 2013. "Labor Market Effects of Adult Education Vouchers: Evidence from a Randomized Field Experiment," Economics of Education Working Paper Series 0094, University of Zurich, Institute for Strategy and Business Economics (ISU).
  83. Hitzhusen, Frederick J. & Jeanty, Pierre Wilner, 2006. "Analyzing the Effects of Conflicts on Food Security in Developing Countries: An Instrumental Variable Panel Data Approach," 2006 Annual meeting, July 23-26, Long Beach, CA 21483, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  84. Sonia Manzoor & John Straub, 2005. "The robustness of Kingma’s crowd-out estimate: Evidence from new data on contributions to public radio," Public Choice, Springer, vol. 123(3), pages 463-476, June.
  85. Palmquist, Raymond B., 2006. "Property Value Models," Handbook of Environmental Economics, in: K. G. Mäler & J. R. Vincent (ed.), Handbook of Environmental Economics, edition 1, volume 2, chapter 16, pages 763-819 Elsevier.
  86. Christopher D. Carroll & Andrew A. Samwick, 1995. "The Nature of Precautionary Wealth," NBER Working Papers 5193, National Bureau of Economic Research, Inc.
  87. V. Kumar & Jia Fan & Rohit Gulati & P. Venkat, 2009. "—Marketing-Mix Recommendations to Manage Value Growth at P&G Asia-Pacific," Marketing Science, INFORMS, vol. 28(4), pages 645-655, 07-08.
  88. Wilson, Daniel J., 2000. "Estimating Returns to Scale: Lo, Still No Balance," Journal of Macroeconomics, Elsevier, vol. 22(2), pages 285-314, April.
  89. Céline Azemar & Rodolphe Desbordes & Jean-Louis Mucchielli, 2007. "Do tax sparing agreements contribute to the attraction of FDI in developing countries?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00310534, HAL.
  90. Avik Chakrabarti, 2000. "Does Trade Cause Inequality?," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 25(2), pages 1-21, December.
  91. Susanto Basu, 1998. "Technology and business cycles; how well do standard models explain the facts?," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, vol. 42(Jun), pages 207-269.
  92. Jeffrey A. Frankel & David Romer, 1996. "Trade and Growth: An Empirical Investigation," NBER Working Papers 5476, National Bureau of Economic Research, Inc.
  93. Guy Debelle & Bruce Preston, 1995. "Consumption, Investment and International Linkages," RBA Research Discussion Papers rdp9512, Reserve Bank of Australia.
  94. Colin Vance & Ralf Hedel, 2008. "On the Link Between Urban Form and Automobile Use: Evidence from German Survey Data," Land Economics, University of Wisconsin Press, vol. 84(1), pages 51-65.
  95. 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.
  96. Ormosi, Peter L., 2012. "Claim efficiencies or offer remedies? An analysis of litigation strategies in EC mergers," International Journal of Industrial Organization, Elsevier, vol. 30(6), pages 578-592.
  97. d’Artis Kancs & Julda Kielyte, 2002. "Migration in the Enlarged European Union: Empirical Evidence for Labour Mobility in the Baltic States," EERI Research Paper Series EERI_RP_2002_04, Economics and Econometrics Research Institute (EERI), Brussels.
  98. Francesco Nicolli, 2012. "Convergence of waste-related indicators of environmental quality in Italy," Environmental Economics and Policy Studies- The Official Journal of the Society for Environmental Economics and Policy Studies / The Official Journal of the East Asian Association of Environmental and, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 14(4), pages 383-401, October.
  99. Laura Alfaro & Andrew Charlton, 2007. "Growth and the Quality of Foreign Direct Investment: Is All FDI Equal?," CEP Discussion Papers dp0830, Centre for Economic Performance, LSE.
  100. D. S. Poskitt & C. L. Skeels, 2009. "Assessing the magnitude of the concentration parameter in a simultaneous equations model," Econometrics Journal, Royal Economic Society, vol. 12(1), pages 26-44, 03.
  101. Zaka Ratsimalahelo, 2003. "Rank Test Based On Matrix Perturbation Theory," Econometrics 0306008, EconWPA.
  102. Zaka Ratsimalahelo, 2003. "Strongly Consistent Determination of the Rank of Matrix," EERI Research Paper Series EERI_RP_2003_04, Economics and Econometrics Research Institute (EERI), Brussels.
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