Inference with weak instruments
D Andrews, JH Stock - 2005 - nber.org
This paper reviews recent developments in methods for dealing with weak instruments (IVs)
in IV regression models. The focus is more on tests and confidence intervals derived from …
in IV regression models. The focus is more on tests and confidence intervals derived from …
Inference with weak instruments
JH Stock, DWK Andrews - NBER Working Paper, 2005 - papers.ssrn.com
This paper reviews recent developments in methods for dealing with weak instruments (IVs)
in IV regression models. The focus is more on tests and confidence intervals derived from …
in IV regression models. The focus is more on tests and confidence intervals derived from …
The effects of Wal-Mart on local labor markets
We estimate the effects of Wal-Mart stores on county-level retail employment and earnings,
accounting for endogeneity of the location and timing of Wal-Mart openings that most likely …
accounting for endogeneity of the location and timing of Wal-Mart openings that most likely …
Identification, weak instruments, and statistical inference in econometrics
JM Dufour - … Journal of Economics/Revue canadienne d' …, 2003 - Wiley Online Library
We discuss statistical inference problems associated with identification and testability in
econometrics. We consider inference in non‐parametric models and weakly identified …
econometrics. We consider inference in non‐parametric models and weakly identified …
Testing with many weak instruments
DWK Andrews, JH Stock - Journal of Econometrics, 2007 - Elsevier
This paper establishes the asymptotic distributions of the likelihood ratio (LR), Anderson–
Rubin (AR), and Lagrange multiplier (LM) test statistics under “many weak IV asymptotics.” …
Rubin (AR), and Lagrange multiplier (LM) test statistics under “many weak IV asymptotics.” …
On the validity of econometric techniques with weak instruments: Inference on returns to education using compulsory school attendance laws
LM Cruz, MJ Moreira - Journal of Human Resources, 2005 - jhr.uwpress.org
We evaluate Angrist and Krueger (1991) and Bound, Jaeger, and Baker (1995) by
constructing reliable confidence regions around the 2SLS and LIML estimators for returns-to …
constructing reliable confidence regions around the 2SLS and LIML estimators for returns-to …
Entrepreneurship and the evolution of income distributions in Poland and Russia
Differences in the evolution of Polish and Russian income distributions in the post-socialist
era can be attributed to different rates of entry of new enterprises. Using regional differences …
era can be attributed to different rates of entry of new enterprises. Using regional differences …
Self-employment earnings and returns to education in rural Peru
S Laszlo - Journal of Development Studies, 2005 - Taylor & Francis
This article estimates the returns to education for households who derive part of their income
from household based non-farm self-employment ventures in rural Peru. While education is …
from household based non-farm self-employment ventures in rural Peru. While education is …
Economic fragmentation in Russia: The influence of international trade and initial conditions
Post-Soviet Russia has experienced a considerable degree of regional economic
fractionalization. While previous evidence has assigned a causal role to openness to …
fractionalization. While previous evidence has assigned a causal role to openness to …
[PDF][PDF] Technical Working Paper Series
DWK Andrews, JH Stock - 2005 - Citeseer
This paper reviews recent developments in methods for dealing with weak instruments (IVs)
in IV regression models. The focus is more on tests and confidence intervals derived from …
in IV regression models. The focus is more on tests and confidence intervals derived from …