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Volumn 101, Issue 1, 2008, Pages 20-23

Are "Nearly Exogenous Instruments" reliable?

Author keywords

C30; Inference; Valid instruments; Weak identification

Indexed keywords


EID: 49949117527     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2008.03.020     Document Type: Article
Times cited : (35)

References (11)
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    • Anderson T.W., and Rubin H. Estimators of the parameters of a single equation in a complete set of stochastic equations. The Annals of Mathematical Statistics 20 (1949) 46-63
    • (1949) The Annals of Mathematical Statistics , vol.20 , pp. 46-63
    • Anderson, T.W.1    Rubin, H.2
  • 3
    • 0001198502 scopus 로고    scopus 로고
    • Inconsistency of the bootstrap with a parameter is on the boundary of the parameter space
    • Andrews D.W.K. Inconsistency of the bootstrap with a parameter is on the boundary of the parameter space. Econometrica 68 (2000) 399-405
    • (2000) Econometrica , vol.68 , pp. 399-405
    • Andrews, D.W.K.1
  • 4
    • 0025656003 scopus 로고
    • Lifetime earnings and the Vietnam era draft lottery: evidence from social security administrative records
    • Angrist J.D. Lifetime earnings and the Vietnam era draft lottery: evidence from social security administrative records. American Economic Review 80 (1990) 313-336
    • (1990) American Economic Review , vol.80 , pp. 313-336
    • Angrist, J.D.1
  • 7
    • 70350105428 scopus 로고
    • Specification and estimation of simultaneous equations models
    • Grilliches Z., and Intrilligator M.D. (Eds), North Holland, Amsterdam Chapter 7
    • Hausman J.A. Specification and estimation of simultaneous equations models. In: Grilliches Z., and Intrilligator M.D. (Eds). Handbook of Econometrics vol. 1 (1983), North Holland, Amsterdam Chapter 7
    • (1983) Handbook of Econometrics , vol.1
    • Hausman, J.A.1
  • 8
    • 33645758201 scopus 로고
    • Exact small sample theory in the simultaneous equations model
    • Grilliches Z., and Intrilligator M.D. (Eds), North Holland, Amsterdam Chapter 8
    • Phillips P.C.B. Exact small sample theory in the simultaneous equations model. In: Grilliches Z., and Intrilligator M.D. (Eds). Handbook of Econometrics vol. 1 (1983), North Holland, Amsterdam Chapter 8
    • (1983) Handbook of Econometrics , vol.1
    • Phillips, P.C.B.1
  • 9
    • 0346307687 scopus 로고    scopus 로고
    • Instrumental variables regression with weak instruments
    • Staiger D., and Stock J.H. Instrumental variables regression with weak instruments. Econometrica 65 (1997) 557-586
    • (1997) Econometrica , vol.65 , pp. 557-586
    • Staiger, D.1    Stock, J.H.2
  • 10
    • 0036790491 scopus 로고    scopus 로고
    • A survey of weak instruments and weak identification in generalized method of moments
    • Stock J.H., Wright J.H., and Yogo M. A survey of weak instruments and weak identification in generalized method of moments. Journal of Business and Economic Statistics 20 (2002) 518-529
    • (2002) Journal of Business and Economic Statistics , vol.20 , pp. 518-529
    • Stock, J.H.1    Wright, J.H.2    Yogo, M.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.