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Historical econometrics : instrumental variables and regression discontinuity designs

Caicedo, Felipe Valencia - 2020

Persistent link: https://www.econbiz.de/10012299251

Inference in high dimensional panel models with an application to gun control

Belloni, Alexandre; Chernozhukov, Victor; Hansen, Christian - 2014

We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in a high dimensional setting. The setting allows the number of time varying regressors to be larger than the sample size. To make informative estimation and inference feasible,...

Persistent link: https://www.econbiz.de/10011445705

On policy evaluation with aggregate time-series instruments

Arkhangelsky, Dmitry; Korovkin, Vasily - 2024

Persistent link: https://www.econbiz.de/10014507747

Identifying modern macro equations with old shocks

Barnichon, Régis; Mesters, Geert - 2019

Persistent link: https://www.econbiz.de/10012167326

Non-random exposure to exogenous shocks : theory and applications

Borusyak, Kirill; Hull, Peter - 2020

Persistent link: https://www.econbiz.de/10012306198

Dynamic identification using system projections and instrumental variables

Lewis, Daniel J.; Mertens, Karel - 2022

Persistent link: https://www.econbiz.de/10013166921

Characterizations of identified sets delivered by structural econometric models

Chesher, Andrew; Rosen, Adam M. - 2016

This paper develops characterizations of identified sets of structures and structural features for complete and incomplete models involving continuous or discrete variables. Multiple values of unobserved variables can be associated with particular combinations of observed variables. This can...

Persistent link: https://www.econbiz.de/10011594354

Finite sample bias corrected IV estimation for weak and many instruments

Harding, Matthew; Hausman, Jerry; Palmer, Christopher - 2015

This paper considers the finite sample distribution of the 2SLS estimator and derives bounds on its exact bias in the presence of weak and/or many instruments. We then contrast the behavior of the exact bias expressions and the asymptotic expansions currently popular in the literature, including...

Persistent link: https://www.econbiz.de/10011445748

Testing exogeneity in nonparametric instrumental variables identified by conditional quantile restrictions

Fu, Jia-Young Michael; Horowitz, Joel; Parey, Matthias - 2015

increasingly important in applied econometrics. As with mean-regression models, an erroneous assumption that the explanatory … whose structural function is identified through a conditional quantile restriction. Quantile regression models are … variables in a quantile regression model are exogenous can lead to highly misleading results. In addition, a test of exogeneity …

Persistent link: https://www.econbiz.de/10011445771

Characterizations of identified sets delivered by structural econometric models

Chesher, Andrew; Rosen, Adam - 2015

This paper develops characterizations of identified sets of structures and structural features for complete and incomplete models involving continuous and/or discrete variables. Multiple values of unobserved variables can be associated with particular combinations of observed variables. This can...

Persistent link: https://www.econbiz.de/10011445774