TOC: J Econometrics
Introduction
Journal of Econometrics, 139(1)
 : : : TOC
: : journals |
Relevant ARCategory: |
July, 2007
Endogeneity, instruments and identification
–Andrew Chesher, Geert Dhaene and Herman van Dijk [] []
Instrumental variable estimation of nonseparable models
–Victor Chernozhukov, Guido W. Imbens and Whitney K. Newey [] []
Instrumental values
–Andrew Chesher [] []
Nonparametric IV estimation of local average treatment effects with covariates
–Markus Frölich [] []
Identification and information in monotone binary models
–Thierry Magnac and Eric Maurin [] []
Minimax-regret treatment choice with missing outcome data
–Charles F. Manski [] []
Performance of conditional Wald tests in IV regression with weak instruments
–Donald W.K. Andrews, Marcelo J. Moreira and James H. Stock [] []
Further results on projection-based inference in IV regressions with weak, collinear or missing instruments
–Jean-Marie Dufour and Mohamed Taamouti [] []
On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks
–Lennart F. Hoogerheide, Johan F. Kaashoek and Herman K. van Dijk [] []
Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics
–Frank Kleibergen [] []
Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small
–D.S. Poskitt and C.L. Skeels [] []