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~institution:"Economics Department, Queen's University"
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instrumental variables
6
weak instruments
4
JIVE
2
LIML
2
two-stage least squares
2
ADHD
1
Bipower variation
1
F test
1
Instrumental variables
1
Sargan test
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anderson-rubin test
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bootstrap test
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conditional LR test
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confidence interval
1
confidence intervals
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depression
1
education
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genetic predisposition
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health
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implied volatility
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jumps
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moments
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obesity
1
options
1
overidentifying restrictions
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pairs bootstrap
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polar coordinates
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realized volatility
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residual bootstrap
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risky health behaviors
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simultaneous equations
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stock prices
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vector autoregressive model
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volatility forecasting
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wald test
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wild bootstrap
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7
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English
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Davidson, Russell
5
MacKinnon, James G.
5
Audrain-McGovern, Janet
1
Christensen, Bent Jesper
1
Ding, Weili
1
Lehrer, Steven
1
Nielsen, Morten Ørregaard
1
Rosenquist, J. Niles
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Economics Department, Queen's University
International Monetary Fund (IMF)
86
Institute for the Study of Labor (IZA)
82
National Bureau of Economic Research
76
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
51
C.E.P.R. Discussion Papers
21
Cowles Foundation for Research in Economics, Yale University
18
HAL
16
CESifo
12
Industrial Relations Section, Department of Economics
12
Tinbergen Instituut
12
Centre for Microdata Methods and Practice (CEMMAP)
11
Department of Economics and Related Studies, University of York
10
Department of Economics, Boston College
10
EconWPA
10
London School of Economics (LSE)
9
Tinbergen Institute
9
Department of Economics, University of Washington
8
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
7
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
7
Department of Economics, Rutgers University-New Brunswick
7
Agricultural and Applied Economics Association - AAEA
6
Centre d'Études et de Recherches sur le Développement International (CERDI), École d'Économie
6
Econometric Society
6
Institut für Volkswirtschaftslehre, Johannes-Kepler-Universität Linz
6
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
6
Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI)
6
Center for Health and Wellbeing, Woodrow Wilson School of Public and International Affairs
5
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
5
Department of Economics, McMaster University
5
Institut d'Economia de Barcelona (IEB), Facultat d'Economia i Empresa
5
Massachusetts Institute of Technology / Department of Economics
5
School of Economics and Political Science, Universität St. Gallen
5
Tilburg University, Center for Economic Research
5
University of Toronto, Department of Economics
5
Université Paris-Dauphine (Paris IX)
5
ifo Leibniz-Institut für Wirtschaftsforschung an der Universität München e.V.
5
Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes-Kepler-Universität Linz
4
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
4
Centre for Market and Public Organisation (CMPO), University of Bristol
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Working Papers / Economics Department, Queen's University
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RePEc
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1
Confidence Sets Based on Inverting Anderson-Rubin Tests
Davidson, Russell
;
MacKinnon, James G.
-
Economics Department, Queen's University
-
2011
Economists are often interested in the coefficient of a single endogenous explanatory variable in a linear simultaneous equations model. One way to obtain a confidence set for this coefficient is to invert the Anderson-Rubin test. The "AR confidence sets" that result have correct coverage under...
Persistent link: https://www.econbiz.de/10008776049
Saved in:
2
Wild Bootstrap Tests for IV Regression
Davidson, Russell
;
MacKinnon, James G.
-
Economics Department, Queen's University
-
2008
We propose a wild bootstrap procedure for linear regression models estimated by
instrumental
variables
. Like other …
Persistent link: https://www.econbiz.de/10005688408
Saved in:
3
Moments of IV and JIVE Estimators
Davidson, Russell
;
MacKinnon, James G.
-
Economics Department, Queen's University
-
2006
instrumental
variables
and related estimators in the linear regression model. For generalized IV estimators, we obtain familiar …
Persistent link: https://www.econbiz.de/10005688414
Saved in:
4
The Impact of Poor Health on Education: New Evidence Using Genetic Markers
Ding, Weili
;
Lehrer, Steven
;
Rosenquist, J. Niles
; …
-
Economics Department, Queen's University
-
2006
This paper examines the influence of health conditions on academic performance during adolescence. To account for the endogeneity of health outcomes and their interactions with risky behaviors we exploit natural variation within a set of genetic markers across individuals. We present strong...
Persistent link: https://www.econbiz.de/10005688575
Saved in:
5
Bootstrap Inference in a Linear Equation Estimated by
Instrumental
Variables
Davidson, Russell
;
MacKinnon, James G.
-
Economics Department, Queen's University
-
2006
estimated by
instrumental
variables
. We show that all the test statistics--Student's t, Anderson-Rubin, Kleibergen's K, and …
Persistent link: https://www.econbiz.de/10005787714
Saved in:
6
The Implied-Realized Volatility Relation with Jumps in Underlying Asset Prices
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
-
Economics Department, Queen's University
-
2005
Recent developments allow a nonparametric separation of the continuous sample path component and the jump component of realized volatility. The jump component has very different time series properties than the continuous component, and accounting for this allows improved forecasting of future...
Persistent link: https://www.econbiz.de/10005688501
Saved in:
7
The Case Against JIVE
Davidson, Russell
;
MacKinnon, James G.
-
Economics Department, Queen's University
-
2004
Instrumental
Variables
Estimator," or JIVE, with that of the more familiar 2SLS and LIML estimators. We find no evidence to suggest …
Persistent link: https://www.econbiz.de/10005787665
Saved in:
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