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Colella, Fabrizio; Lalive, Rafael; Sakalli, Seyhun Orcan; … - 2019

Analyses of spatial or network data are now very common. Nevertheless, statistical inference is challenging since unobserved heterogeneity can be correlated across neighboring observational units. We develop an estimator for the variance-covariance matrix (VCV) of OLS and 2SLS that allows for...

Persistent link: https://www.econbiz.de/10012102134

Examples of L2-complete and boundedly-complete distributions

Andrews, Donald W. K. - In: Journal of econometrics 199 (2017) 2, pp. 213-220

Persistent link: https://www.econbiz.de/10011897680

Instrumental variables estimation of a generalized correlated random coefficients model

Masten, Matthew; Torgovitsky, Alexander - 2014

We study identification and estimation of the average treatment effect in a correlated random coefficients model that … interactions between endogenous variables and covariates. Our identification approach is based on averaging the coefficients … identification strategy suggests a transparent and computationally straightforward estimator of a trimmed average treatment effect …

Persistent link: https://www.econbiz.de/10010227690

Identification and estimation in a correlated random coefficients binary response model

Hoderlein, Stefan; Sherman, Robert P. - 2012

We study identification and estimation in a binary response model with random coefficients B allowed to be correlated …

Persistent link: https://www.econbiz.de/10009728916

Bounds with imperfect instruments : leveraging the implicit assumption of intransitivity in correlations

Wiseman, Nathan; Sorensen, Todd - 2017

Instrumental variables (IV) is an indispensable tool for establishing causal relationships between variables. Recent work has focused on improving bounds for cases when an ideal instrument does not exist. We leverage a principle, "Intransitivity in Correlations," related to an under-utilized...

Persistent link: https://www.econbiz.de/10011631566