Exclusion restrictions in instrumental variables equations

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Identification in Linear Simultaneous Equations Models with Covariance Restrictions: An Instrumental Variables Interpretation

Necessary and sufficient conditions for Identlflability with linear coefficient and covarlance restrictions are developed. In practical terms, covarlance restrictions aid identification if and only if they imply either that (1) a set of endogenous variables is predetermined in a particular equation (generalizing the notion of recursiveness) or (11) an identifiable residual is predetermined in a...

متن کامل

An Economic Analysis of Exclusion Restrictions for Instrumental Variable Estimation

An Economic Analysis of Exclusion Restrictions for Instrumental Variable Estimation Instrumental variable estimation requires untestable exclusion restrictions. With policy effects on individual outcomes, there is typically a time interval between the moment the agent realizes that he may be exposed to the policy and the actual exposure or the announcement of the actual treatment status. In suc...

متن کامل

Sensitivity Analysis for Instrumental Variables Regression With Overidentifying Restrictions

Instrumental variables regression (IV regression) is a method for making causal inferences about the effect of a treatment based on an observational study in which there are unmeasured confounding variables. The method requires one or more valid instrumental variables (IVs); a valid IV is a variable that is associated with the treatment, is independent of unmeasured confounding variables, and h...

متن کامل

Smoothed Estimating Equations for Instrumental Variables Quantile Regression

The moment conditions or estimating equations for instrumental variables quantile regression involves the discontinuous indicator function. We instead use smoothed estimating equations, with bandwidth h. This is known to allow higherorder expansions that justify bootstrap refinements for inference. Computation of the estimator also becomes simpler and more reliable, especially with (more) endog...

متن کامل

Instrumental Variables Regression with Measurement Errors and Multicollinearity in Instruments

In this paper we obtain a consistent estimator when there exist some measurement errors and multicollinearity in the instrumental variables in a two stage least square estimation of parameters. We investigate the asymptotic distribution of the proposed estimator and discuss its properties using some theoretical proofs and a simulation study. A real numerical application is also provided for mor...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Econometric Reviews

سال: 1990

ISSN: 0747-4938,1532-4168

DOI: 10.1080/07474939008800177