Instrumental variable estimation based on grouped data

By P. Bekker, J. V. D. Ploeg. 2005

70 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/3423679caf09d84063d77b6fe4dcca88fd2ad0a1

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Christian Hansen
2. Michael J. Kolesar
3. Whitney K. Newey
4. Guido W. Imbens
5. Xiaodong Liu
6. Lung-fei Lee
7. Victor Chernozhukov
8. Jerry A. Hausman

In Finance

1. Christian Hansen
2. Lung-fei Lee
3. Xiaodong Liu
4. Whitney K. Newey
5. Guido W. Imbens
6. Tiemen Woutersen
7. Jerry A. Hausman
8. Yves Zenou

In Statistics and Probability

1. Michael J. Kolesar
2. Whitney K. Newey
3. Christian Hansen
4. Guido W. Imbens
5. Victor Chernozhukov
6. Stefan Wager
7. Susan Athey
8. M. D. Cattaneo

Citations in the corpus

• Heterogeneous peer effects in education (2014, unknown): “A sufficient condition for the Nash equilibrium (3) or by (4) to exist, to be unique and to be interior is: ¡  +  ¢ 1(G)  1.”
• ESTIMATION IN AN INSTRUMENTAL VARIABLES MODEL WITH TREATMENT EFFECT HETEROGENEITY (2012, methodology): “Unfortunately, the estimator of the bias is only consistent under homoscedasticity (Bekker and van der Ploeg, 2005; Ackerberg and Devereux, 2009), and it is unclear how to estimate var(Vi) consistently when var(Vi | Qi, Xi) is heteroscedastic.”
• ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS (2011, background): “A number of different versions of these estimators, referred to as jackknife instrumental variables (JIV ) estimators, have been proposed and analyzed by Phillips and Hale (1977), Angrist, Imbens, and Krueger (1999), Blomquist and Dahlberg (1999), Ackerberg and Devereux (2009), Davidson and MacKinno”
• Estimation With Many Instrumental Variables (2006, background): “estimator itself with many instruments; see Bekker and van der Ploeg (2005) , Chao and”
• Instrumental Variables: An Econometrician's Perspective (2014, background): “Key references to this literature are Brown (1983), Roehrig (1988), Newey and Powell (2003), Chesher (2003, 2010), Benkard and Berry (2006), Matzkin (2003, 2007), Altonji and Matzkin (2005), Imbens and Newey (2009), Hoderlein and Mammen (2007), Horowitz (2011) and Horowitz and Lee (2007).”
• Criminal Networks: Who is the Key Player? (2012, background): “Let us now check if the formula (8) works, i.”