//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Davidson, Russell"
~subject:"Anderson-Rubin test"
~subject:"Instrumental variables estimation"
~subject:"instrumental variables"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"instrumental variables"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Anderson-Rubin test
Instrumental variables estimation
instrumental variables
weak instruments
9
Instrumental variables
6
IV-Schätzung
5
JIVE
5
two-stage least squares
5
LIML
4
Monte-Carlo-Simulation
4
Theorie
4
Bootstrap-Verfahren
3
Monte Carlo simulation
3
Schätztheorie
3
Theory
3
confidence intervals
3
pairs bootstrap
3
residual bootstrap
3
wild bootstrap
3
Sargan test
2
anderson-rubin test
2
bootstrap test
2
conditional LR test
2
confidence interval
2
moments
2
polar coordinates
2
simultaneous equations
2
wald test
2
Estimation theory
1
F test
1
Heteroskedastizität
1
Regression analysis
1
Regressionsanalyse
1
Statistische Methode
1
bootstrap
1
moments of estimators
1
overidentifying restrictions
1
more ...
less ...
Online availability
All
Free
10
Type of publication
All
Book / Working Paper
10
Type of publication (narrower categories)
All
Working Paper
4
Language
All
English
8
Undetermined
2
Author
All
Davidson, Russell
Winter-Ebmer, Rudolf
29
Chesher, Andrew
22
Hoogerheide, Lennart
20
Rosen, Adam M.
15
Angrist, Joshua
14
Newey, Whitney K.
14
Sabatini, Fabio
14
Fort, Margherita
13
Roth, Duncan
13
Schneeweis, Nicole
13
Chernozhukov, Victor
12
Heckman, James J.
12
Sanwald, Alice
12
Woutersen, Tiemen
12
Chao, John C.
11
Del Bono, Emilia
11
Frimmel, Wolfgang
11
Halla, Martin
11
Schmidpeter, Bernhard
11
Schober, Thomas
11
Swanson, Norman R.
11
Walker, Ian
11
Wüthrich, Kaspar
11
Angrist, Joshua D.
10
Frölich, Markus
10
Hausman, Jerry A.
10
Pathak, Parag A.
10
Wooldridge, Jeffrey M.
10
Abdulkadiroğlu, Atila
9
Block, Joern H.
9
Krueger, Alan
9
Mogstad, Magne
9
Scoppa, Vincenzo
9
Thurik, Roy
9
Fiorillo, Damiano
8
Francesconi, Marco
8
Hentschker, Corinna
8
Kirdar, Murat G.
8
MacKinnon, James G.
8
more ...
less ...
Institution
All
Economics Department, Queen's University
4
HAL
2
Published in...
All
Queen's Economics Department Working Paper
4
Working Papers / Economics Department, Queen's University
4
Working Papers / HAL
2
Source
All
RePEc
6
EconStor
4
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
Moments of IV and JIVE estimators
Davidson, Russell
;
Mackinnon, James
-
HAL
-
2009
We develop a method based on the use of polar coordinates to investigate the existence of moments for
instrumental
…
variables
and related estimators in the linear regression model. For generalized IV estimators, we obtain familiar results. For …
Persistent link: https://www.econbiz.de/10008793882
Saved in:
4
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:
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
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
Moments of IV and JIVE Estimators
Davidson, Russell
;
MacKinnon, James G.
-
2006
instrumental
variables
and related estimators in the linear regression model. For generalized IV estimators, we obtain familiar …
Persistent link: https://www.econbiz.de/10011940699
Saved in:
8
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:
9
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:
10
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->