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Historical econometrics : instrumental variables and regression discontinuity designs
Caicedo, Felipe Valencia - 2020
Persistent link: https://www.econbiz.de/10012299251
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Negative control falsification tests for instrumental variable designs
Danieli, Oren; Nevo, Daniel; Walk, Itai; Weinstein, Bar; … - 2024
Persistent link: https://www.econbiz.de/10014537254
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Multivariate Fractional Regression Estimation of Econometric Share Models
Mullahy, John - 2010
This paper describes and applies econometric strategies for estimating regression models of economic share data … on the conditional mean structures of such data. The paper proposes an extension of the fractional regression methodology … econometric strategies for share model estimation. The paper then goes on to discuss the univariate fractional regression …
Persistent link: https://www.econbiz.de/10013138354
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Instrumental Variables : An Econometrician's Perspective
Imbens, Guido W. - 2014
I review recent work in the statistics literature on instrumental variables methods from an econometrics perspective. I …
Persistent link: https://www.econbiz.de/10013056855
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Monotone Instrumental Variables with an Application to the Returns to Schooling
Manski, Charles F.; Pepper, John V. - 2021
Econometric analyses of treatment response commonly use instrumental variable (IV) assumptions to identify treatment effects. Yet the credibility of IV assumptions is often a matter of considerable disagreement, with much debate about whether some covariate is or is not a "valid instrument" in...
Persistent link: https://www.econbiz.de/10013247435
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Instrumental Variables Estimation of Average Treatment Effects in Econometrics and Epidemiology
Angrist, Joshua D. - 2021
The average effect of intervention or treatment is a parameter of interest in both epidemiology and econometrics. A key … nonlinear models. Most latent index models commonly applied to qualitative outcomes in econometrics fail to satisfy these …
Persistent link: https://www.econbiz.de/10013231434
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An Instrumental Variable Approach to Dynamic Models
Berry, Steven; Compiani, Giovanni - 2023
We present a new class of methods for identification and inference in dynamic models with serially correlated unobservables, which typically imply that state variables are econometrically endogenous. In the context of Industrial Organization, these state variables often reflect econometrically...
Persistent link: https://www.econbiz.de/10014346917
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IV Quantile Regression for Group-Level Treatments, with an Application to the Distributional Effects of Trade
Chetverikov, Denis - 2015
of group-level unobservables, standard quantile regression techniques are inconsistent in our setting even if the …, consisting of group-by-group quantile regression followed by two-stage least squares. Using the Bahadur representation of …
Persistent link: https://www.econbiz.de/10013025812
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On policy evaluation with aggregate time-series instruments
Arkhangelsky, Dmitry; Korovkin, Vasily - 2024
Persistent link: https://www.econbiz.de/10014507747
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Errors in Variables in Panel Data
Griliches, Zvi; Hausman, Jerry A. - 2021
Panel data based on various longitudinal surveys have become ubiquitous in economics in recent years. Estimation using the analysis of covariance approach allows for control of various "individual effects" by estimation of the relevant relationships from the "within" dimension of the data. Quite...
Persistent link: https://www.econbiz.de/10013216890