Two-Sample Instrumental Variables Estimators
نویسندگان
چکیده
منابع مشابه
Two-Sample Instrumental Variables Estimators
Following an influential article by Angrist and Krueger (1992) on two-sample instrumental variables (TSIV) estimation, numerous empirical researchers have applied a computationally convenient two-sample two-stage least squares (TS2SLS) variant of Angrist and Krueger’s estimator. In the two-sample context, unlike the single-sample situation, the IV and 2SLS estimators are numerically distinct. W...
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Instrumental variables (IV) estimators are well established to correct for measurement error on exposure in a broad range of fields. In a distinct prominent stream of research IV's are becoming increasingly popular for estimating causal effects of exposure on outcome since they allow for unmeasured confounders which are hard to avoid. Because many causal questions emerge from data which suffer ...
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In this paper we consider the asymptotic properties of the Instrumental Variables (IV) estimator of the parameters in a linear regression model with some random regressors, and other regressors that are dummy variables. The latter have the special property that the number of non-zero values is fixed, and does not increase with the sample size. We prove that the IV estimator of the coefficient v...
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ژورنال
عنوان ژورنال: Review of Economics and Statistics
سال: 2010
ISSN: 0034-6535,1530-9142
DOI: 10.1162/rest_a_00011