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Improved jive estimators for overidentified linear models with and without heteroskedasticity

Ackerberg, Daniel A.; Devereux, Paul J. - In: The review of economics and statistics 91 (2009) 2, pp. 351-362

Persistent link: https://www.econbiz.de/10003861991

Improved jive estimators for overidentified linear models with and without heteroskedasticity

Ackerberg, Daniel A.; Devereux, Paul J. - 2008

We introduce two simple new variants of the Jackknife Instrumental Variables (JIVE) estimator for overidentified linear models and show that they are superior to the existing JIVE estimator, significantly improving on its small sample bias properties. We also compare our new estimators to...

Persistent link: https://www.econbiz.de/10009723860

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