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~language:"eng"
~person:"Davidson, Russell"
~subject:"Instrumental variables estimation"
~subject:"weak instruments"
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Instrumental variables estimation
weak instruments
instrumental variables
7
Instrumental variables
6
IV-Schätzung
5
two-stage least squares
5
JIVE
4
LIML
4
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Davidson, Russell
MacKinnon, James G.
7
Windmeijer, Frank
6
Chao, John C.
5
Swanson, Norman R.
5
McCoy, Daire
4
Andrews, Isaiah
3
Curtis, John A.
3
Hausman, Jerry A.
3
Keane, Michael P.
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Kleibergen, Frank
3
Neal, Timothy
3
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Stock, James H.
3
Woutersen, Tiemen
3
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2
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2
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2
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2
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2
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2
Sun, Liyang
2
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2
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1
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1
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1
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1
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1
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1
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1
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Confidence sets based on inverting Anderson-Rubin tests
Davidson, Russell
;
MacKinnon, James G.
-
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/10010290355
Saved in:
2
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:
3
Wild bootstrap tests for IV regression
Davidson, Russell
;
Mackinnon, James
-
HAL
-
2009
We propose a wild bootstrap procedure for linear regression models estimated by
instrumental
variables
. Like other …
Persistent link: https://www.econbiz.de/10008794398
Saved in:
4
Wild Bootstrap Tests for IV Regression
Davidson, Russell
;
MacKinnon, James G.
-
2008
We propose a wild bootstrap procedure for linear regression models estimated by
instrumental
variables
. Like other …
Persistent link: https://www.econbiz.de/10011940749
Saved in:
5
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:
6
Bootstrap Inference in a Linear Equation Estimated by
Instrumental
Variables
Davidson, Russell
;
MacKinnon, James G.
-
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/10011940646
Saved in:
7
The Case Against JIVE
Davidson, Russell
;
MacKinnon, James G.
-
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/10011940653
Saved in:
8
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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