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IV estimation with valid and invalid instruments

Hahn, Jinyong (contributor); Hausman, Jerry A. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002114570

Weak instruments : diagnosis and cures in empirical econometrics

Hahn, Jinyong; Hausman, Jerry A. - In: The American economic review 93 (2003) 2, pp. 118-125

Persistent link: https://www.econbiz.de/10001777041

Bias corrected instrumental variables estimation for dynamic panel models with fixed effects

Hahn, Jinyong (contributor); Hausman, Jerry A. (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001603054

A Monte Carlo comparison of various asymptotic approximations to the distribution of instrumental variables estimators

Hahn, Jinyong; Inoue, Atsushi - In: Econometric reviews 21 (2002) 3, pp. 309-336

Persistent link: https://www.econbiz.de/10001718757

A new specification test for the validity of instrumental variables

Hahn, Jinyong; Hausman, Jerry A. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 1, pp. 163-189

Persistent link: https://www.econbiz.de/10001648104

Estimation of limited dependent variable models with dummy endogenous regressors : simple strategies for empirical practice

Angrist, Joshua D. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 1, pp. 2-16

Persistent link: https://www.econbiz.de/10001543421

A new specification test for the validity of instrumental variables

Hahn, Jinyong; Hausman, Jerry A. - 1999

Persistent link: https://www.econbiz.de/10001446996

Nonparametric instrumental variables and regular estimation

Hahn, Jinyong; Liao, Zhipeng - In: Econometric theory 34 (2018) 3, pp. 574-597

Persistent link: https://www.econbiz.de/10011951014

Problems with the control variable approach in achieving unbiased estimates in nonlinear models in the presence of many instruments

Hahn, Jinyong; Hausman, Jerry A. - In: Journal of quantitative economics 19 (2021), pp. 39-58

Persistent link: https://www.econbiz.de/10013441705

A New Specification Test for the Validity of Instrumental Variables

Hahn, Jinyong; Hausman, Jerry A. - 2003

We develop a new specification test for the IV estimators adopting a particular second order approximation of Bekker (1994). The new specification test compares the difference of the forward (conventional) 2SLS estimator of the coefficient of the right hand side endogenous variable with the...

Persistent link: https://www.econbiz.de/10014175765