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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. Benoit Perron, 2003. "Semiparametric Weak-Instrument Regressions with an Application to the Risk-Return Tradeoff," The Review of Economics and Statistics, MIT Press, vol. 85(2), pages 424-443, May.
  2. Bronwyn H. Hall & Jacques Mairesse & Benoit Mulkay, 1998. "Firm-level investment in France an the United States: an exploration of what we have learned in twenty years," IFS Working Papers W98/10, Institute for Fiscal Studies.
  3. Justina A.V. Fischer & Benno Torgler, 2006. "Does Envy Destroy Social Fundamentals? The Impact Of Relative Income Position On Social Capital," STICERD - Development Economics Papers - From 2008 this series has been superseded by Economic Organisation and Public Policy Discussion Papers 46, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  4. 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.
  5. 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.
  6. Susanto Basu & John Fernald & Miles Kimball, 2004. "Are Technology Improvements Contractionary?," NBER Working Papers 10592, National Bureau of Economic Research, Inc.
  7. 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).
  8. Benno Torgler & Sascha L. Schmidt & Bruno S. Frey, 2006. "Relative Income Position and Performance: An Empirical Panel Analysis," CREMA Working Paper Series 2006-03, Center for Research in Economics, Management and the Arts (CREMA).
  9. 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.
  10. 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.
  11. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/GMM estimation and testing," Boston College Working Papers in Economics 667, Boston College Department of Economics, revised 05 Sep 2007.
  12. Benno Torgler & Friedrich Schneider, 2007. "Shadow Economy, Tax Morale, Governance and Institutional Quality: A Panel Analysis," CESifo Working Paper Series 1923, CESifo Group Munich.
  13. 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.
  14. 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.
  15. 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.
  16. Jeffry Jacob & Thomas Osang, 2007. "Values, Beliefs and Development," Departmental Working Papers 0705, Southern Methodist University, Department of Economics.
  17. Ng, Eric C.Y., 2010. "Production fragmentation and business-cycle comovement," Journal of International Economics, Elsevier, vol. 82(1), pages 1-14, September.
  18. Guy Debelle & Bruce Preston, 1995. "Consumption, Investment and International Linkages," RBA Research Discussion Papers rdp9512, Reserve Bank of Australia.
  19. MacDonald, Ronald & Vieira, Flávio & Damasceno, Aderbal, 2010. "The Role of Institutions in Cross-Section Income and Panel Data Growth Models: A Deeper Investigation on the Weakness and Proliferation of Instruments," SIRE Discussion Papers 2010-50, Scottish Institute for Research in Economics (SIRE).
  20. Alastair Hall & Fernanda P. M. Peixe, 2000. "A Consistent Method for the Selection of Relevant Instruments," Econometric Society World Congress 2000 Contributed Papers 0790, Econometric Society.
  21. DUFOUR, Jean-Marie Dufour & KHALAF, Lynda & KICHIAN, Maral, 2005. "Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis," Cahiers de recherche 2005-17, Universite de Montreal, Departement de sciences economiques.
  22. Christopher D. Carroll & Andrew A. Samwick, 1995. "The Nature of Precautionary Wealth," NBER Working Papers 5193, National Bureau of Economic Research, Inc.
  23. Bruno S. Frey & Benno Torgler, 2008. "Politicians: Be Killed or Survive," CREMA Working Paper Series 2008-25, Center for Research in Economics, Management and the Arts (CREMA).
  24. Eric JONDEAU & Herve LE BIHAN, 2003. "ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve")," Econometrics 0303006, EconWPA.
  25. Donald W.K. Andrews & James H. Stock, 2005. "Inference with Weak Instruments," NBER Technical Working Papers 0313, National Bureau of Economic Research, Inc.
  26. Richard Startz & Charles Nelson & Eric Zivot, 1999. "Improved Inference for the Instrumental Variable Estimator," Working Papers 0039, University of Washington, Department of Economics.
  27. 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.
  28. Daniel Millimet; Vasudha Rangaprasad, 2004. "Strategic Competition Amongst Public Schools," Econometric Society 2004 North American Summer Meetings 197, Econometric Society.
  29. John Shea, 1996. "Instrument Relevance in Multivariate Linear Models: A Simple Measure," NBER Technical Working Papers 0193, National Bureau of Economic Research, Inc.
  30. 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.
  31. 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.
  32. Benno Torgler & María A.García-Valiñas & Alison Macintyre, 2008. "Environmental Participation and Environmental Motivation," CREMA Working Paper Series 2008-19, Center for Research in Economics, Management and the Arts (CREMA), revised Jan 2009.
  33. 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.
  34. Benno Torgler, 2007. "Trust in International Organizations: An Empirical Investigation Focusing on the United Nations," Working Papers 05-2007, Institute of Local Public Finance.
  35. 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.
  36. Cáceres, Neila & Malone, Samuel W., 2015. "Optimal Weather Conditions, Economic Growth, and Political Transitions," World Development, Elsevier, vol. 66(C), pages 16-30.
  37. 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.
  38. Charles R. Nelson & Richard Startz & Eric Zivot, 1996. "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Econometrics 9612002, EconWPA.
  39. Friedrich Schneider & Benno Torgler, 2007. "The impact of tax morale and institutional quality on the shadow economy," Economics working papers 2007-02, Department of Economics, Johannes Kepler University Linz, Austria.
  40. 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.
  41. 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.
  42. 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," CREMA Working Paper Series 2007-04, Center for Research in Economics, Management and the Arts (CREMA).
  43. 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).
  44. Bhagat, Sanjai & Bolton, Brian, 2008. "Corporate governance and firm performance," Journal of Corporate Finance, Elsevier, vol. 14(3), pages 257-273, June.
  45. Benno Torgler & Maria A. Garcia-Valinas & Alison Macintyre, 2008. "Justifiability of Littering: An Empirical Investigation," School of Economics and Finance Discussion Papers and Working Papers Series 233, School of Economics and Finance, Queensland University of Technology, revised 17 Jun 2008.
  46. Benno Torgler & Sascha L. Schmidt & Bruno S. Frey, 2006. "The Power of Positional Concerns: A Panel Analysis," CREMA Working Paper Series 2006-19, Center for Research in Economics, Management and the Arts (CREMA).
  47. Schaltegger, Christoph & Torgler, Benno, 2006. "Government Accountability and Fiscal Discipline: A panel analysis using Swiss data," Berkeley Olin Program in Law & Economics, Working Paper Series qt1jc275p2, Berkeley Olin Program in Law & Economics.
  48. 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.
  49. 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.
  50. Jon Danielsson & Ryan Love, 2004. "Feedback trading," LSE Research Online Documents on Economics 24760, London School of Economics and Political Science, LSE Library.
  51. Faust, Jon & Wright, Jonathan H., 2008. "Efficient forecast tests for conditional policy forecasts," Journal of Econometrics, Elsevier, vol. 146(2), pages 293-303, October.
  52. 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.
  53. 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.
  54. 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.
  55. Susanto Basu & John Fernald, 2000. "Why is productivity procyclical? Why do we care?," Working Paper Series WP-00-11, Federal Reserve Bank of Chicago.
  56. Firmin Doko Tchatoka, 2014. "Specification Tests with Weak and Invalid Instruments," School of Economics Working Papers 2014-05, University of Adelaide, School of Economics.
  57. Dufour, J.M., 2001. "Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie," Cahiers de recherche 2001-15, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  58. 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.
  59. John C. Chao & Norman Rasmus Swanson, 2004. "Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction," Yale School of Management Working Papers ysm375, Yale School of Management.
  60. 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.
  61. Jeffrey A. Frankel & David Romer, 1996. "Trade and Growth: An Empirical Investigation," NBER Working Papers 5476, National Bureau of Economic Research, Inc.
  62. 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).
  63. Jeffrey C. Fuhrer & Glenn D. Rudebusch, 2002. "Estimating the Euler equation for output," Working Papers 02-3, Federal Reserve Bank of Boston.
  64. Burnside, Craig, 1996. "Production function regressions, returns to scale, and externalities," Journal of Monetary Economics, Elsevier, vol. 37(2-3), pages 177-201, April.
  65. George Kapetanios & Massimiliano Marcellino, 2008. "Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments," Working Papers 627, Queen Mary University of London, School of Economics and Finance.
  66. 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.
  67. 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.
  68. 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.
  69. Dufour, Jean-Marie, 2001. "Logique et tests d’hypothèses," L'Actualité Economique, Société Canadienne de Science Economique, vol. 77(2), pages 171-190, juin.
  70. 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.
  71. 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.
  72. 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.
  73. Colin Vance & Ralf Hedel, 2006. "On the Link between Urban Form and Automobile Use - Evidence from German Survey Data," RWI Discussion Papers 0048, Rheinisch-Westfälisches Institut für Wirtschaftsforschung.
  74. 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.
  75. Céline Azémar & Rodolphe Desbordes & Jean-Louis Mucchielli, 2007. "Do tax sparing agreements contribute to the attraction of FDI in developing countries?," International Tax and Public Finance, Springer, vol. 14(5), pages 543-562, October.
  76. Pengyu Zhu, 2012. "Are telecommuting and personal travel complements or substitutes?," The Annals of Regional Science, Springer, vol. 48(2), pages 619-639, April.
  77. Zaka Ratsimalahelo, 2003. "Rank Test Based On Matrix Perturbation Theory," Econometrics 0306008, EconWPA.
  78. Wilson, Daniel J., 2000. "Estimating Returns to Scale: Lo, Still No Balance," Journal of Macroeconomics, Elsevier, vol. 22(2), pages 285-314, April.
  79. Ying Fang & Yang Zhao, 2013. "Do Institutions Matter? Estimating the Effect of Institutions on Econo- mic Performance in China," Papers 2013-10-14, Working Paper.
  80. 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.
  81. 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.
  82. 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.
  83. 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.
  84. 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.
  85. 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.
  86. 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.
  87. 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.
  88. 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.
  89. 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.
  90. Francesco Nicolli, 2012. "Convergence of waste-related indicators of environmental quality in Italy," Environmental Economics and Policy Studies, Society for Environmental Economics and Policy Studies - SEEPS, vol. 14(4), pages 383-401, October.
  91. Chintrakarn, Pandej & Millimet, Daniel, 2006. "Subnational Trade Flows and State-Level Energy Intensity," Departmental Working Papers 0601, Southern Methodist University, Department of Economics.
  92. 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.
  93. 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.
  94. 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.
  95. 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.
  96. 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.
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