IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login

Citations for "Small Sample Properties of LIML and Jackknife IV Estimators: Experiments with Weak Instruments"

by Blomquist, Soren & Dahlberg, Matz

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. P.A. Bekker & F. Crudu, 2013. "Jackknife Instrumental Variable Estimation with Heteroskedasticity," Working Paper CRENoS 201313, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  2. Joshua Angrist & Alan Krueger, 2001. "Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments," Working Papers 834, Princeton University, Department of Economics, Industrial Relations Section..
  3. Arcand, Jean-Louis & Ai, Chunrong & Ethier, Francois, 2007. "Moral hazard and Marshallian inefficiency: Evidence from Tunisia," Journal of Development Economics, Elsevier, vol. 83(2), pages 411-445, July.
  4. Asadul Islam & Dietrich K. Fausten, 2007. "Skilled Immigration and Wages in Australia," Monash Economics Working Papers 36-07, Monash University, Department of Economics.
  5. Paul J Devereux, 2006. "Improved Errors-in-Variables Estimators for Grouped Data," Working Papers 200602, School of Economics, University College Dublin.
  6. David Audretsch & Erik Lehmann & Susanne Warning, 2004. "University Spillovers: Does the Kind of Science Matter?," Industry and Innovation, Taylor & Francis Journals, vol. 11(3), pages 193-206.
  7. Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011. "Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity," Departmental Working Papers 201118, Rutgers University, Department of Economics.
  8. Russell Davidson & James G. MacKinnon, 2006. "Moments of IV and JIVE Estimators," Working Papers 1085, Queen's University, Department of Economics.
  9. John Chao & Norman Swanson, 2004. "Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments," Departmental Working Papers 200420, Rutgers University, Department of Economics.
  10. John Chao & Norman Swanson, 2004. "Consistent Estimation with a Large Number of Weak Instruments," Departmental Working Papers 200421, Rutgers University, Department of Economics.
  11. Jerry Hausman & Whitney Newey & Tiemen Woutersen & John Chao & Norman Swanson, 2007. "Instrumental variable estimation with heteroskedasticity and many instruments," CeMMAP working papers CWP22/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  12. Charles Nelson & Richard Startz & Eric Zivot, 2000. "Improved Inference for the Instrumental Variables Estimator," Econometric Society World Congress 2000 Contributed Papers 1600, Econometric Society.
  13. Battiston, Diego, 2013. "The impact of immigration on the labour market: Evidence from 20 years of cross-border migration to Argentina," MPRA Paper 52424, University Library of Munich, Germany.
  14. Angrist, J D & Imbens, G W & Krueger, A B, 1999. "Jackknife Instrumental Variables Estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(1), pages 57-67, Jan.-Feb..
  15. Jason M. Fletcher & Stephen L. Ross & Yuxiu Zhang, 2013. "The Determinants and Consequences of Friendship Composition," NBER Working Papers 19215, National Bureau of Economic Research, Inc.
  16. Noud P.A. van Giersbergen, 2011. "Bootstrapping Subset Test Statistics in IV Regression," UvA-Econometrics Working Papers 11-08, Universiteit van Amsterdam, Dept. of Econometrics.
  17. James G. MacKinnon & Russell Davidson, 2006. "The case against JIVE," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 827-833.
  18. James Rockey, 2010. "Reconsidering the Fiscal Effects of Constitutions," Discussion Papers in Economics 10/16, Department of Economics, University of Leicester.
  19. Gao, Chuanming & Lahiri, Kajal, 2000. "Further consequences of viewing LIML as an iterated Aitken estimator," Journal of Econometrics, Elsevier, vol. 98(2), pages 187-202, October.
  20. Kajal Lahiri & Chuanming Gao, 2001. "A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments," Discussion Papers 01-15, University at Albany, SUNY, Department of Economics.
  21. Fröhlich, Markus & Lechner, Michael, 2004. "Regional Treatment Intensity as an Instrument for the Evaluation of Labour Market Policies," CEPR Discussion Papers 4304, C.E.P.R. Discussion Papers.
  22. Ackerberg, Daniel & Devereux, Paul J., 2008. "Improved JIVE Estimators for Overidentified Linear Models with and without Heteroskedasticity," CEPR Discussion Papers 6926, C.E.P.R. Discussion Papers.
  23. Nam-Hyun Kim & Winfried Pohlmeier, 2015. "A Regularization Approach to Biased Two-Stage Least Squares Estimation," Working Paper Series 15-22, The Rimini Centre for Economic Analysis.
  24. Matz Dahlberg & Sören Blomquist, 2006. "The case against JIVE: a comment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 839-841.
  25. Iglesias, Emma M. & Phillips, Garry D.A., 2011. "Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments," Cardiff Economics Working Papers E2011/19, Cardiff University, Cardiff Business School, Economics Section.
  26. Lucia Rizzica, . "When the Cat\'s Away... The Effects of Spousal Migration on Investments on Children," Development Working Papers 361, Centro Studi Luca d\'Agliano, University of Milano.
  27. Chao, John C. & Swanson, Norman R. & Hausman, Jerry A. & Newey, Whitney K. & Woutersen, Tiemen, 2012. "Asymptotic Distribution Of Jive In A Heteroskedastic Iv Regression With Many Instruments," Econometric Theory, Cambridge University Press, vol. 28(01), pages 42-86, February.
  28. John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen, 2013. "Combining Two Consistent Estimators," Departmental Working Papers 201310, Rutgers University, Department of Economics.
  29. Brian P. Poi, 2006. "Jackknife instrumental variables estimation in Stata," Stata Journal, StataCorp LP, vol. 6(3), pages 364-376, September.
  30. Paul J. Devereux & Daniel A. Ackerberg, 2006. "Comment on 'The case against JIVE'," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 835-838.
  31. Markus Jochmann & Winfried Pohlmeier, 2004. "The Causal Effect of Schooling : empirical Evidence from Germany," Working Papers of the Research Group Heterogenous Labor 04-05, Research Group Heterogeneous Labor, University of Konstanz/ZEW Mannheim.
  32. Bekker, Paul A. & Crudu, Federico, 2012. "Symmetric Jackknife Instrumental Variable Estimation," MPRA Paper 37853, University Library of Munich, Germany.
  33. Luca Grassetti, 2011. "A note on transformed likelihood approach in linear dynamic panel models," Statistical Methods and Applications, Springer, vol. 20(2), pages 221-240, June.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.