Estimation with Valid and Invalid Instruments
By Jinyong Hahn, Jerry A. Hausman. 2003
51 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/bc9e2926bfad7aa9247a7ab180ba98810c72d4cd
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
- A. Rosen
- Aviv Nevo
- Mehmet Caner
- T. Armstrong
- Ying Fang
- Daniel Berkowitz
- Michael J. Kolesar
- K. Sudhir
In Statistics and Probability
- T. Armstrong
- Michael J. Kolesar
- D. Chetverikov
- A. Rosen
- Aviv Nevo
- Mehmet Caner
- Ying Fang
- Daniel Berkowitz
Citations in the corpus
- Determinants of R&D cooperation: Evidence from Spanish manufacturing firms (2008, unknown): “Secondly, assuming the existence of invalid instruments, Hahn and Hausman (2005) find that the 2SLS has a smaller finite sample bias and MSE than the OLS under a wide range of conditions.”
- The validity of instruments revisited (2012, background): “Hahn and Hausman (2006) also look at this issue.”
- Sensitivity analysis using approximate moment condition models (2018, background): “This form of misspecification has previously been considered in a number of papers, including Hahn and Hausman (2005), Conley, Hansen, and Rossi (2012), and Andrews, Gentzkow, and Shapiro (2017), among others. Bounding the norm of γ using some norm ‖·‖ then leads to the set given in equation (12), w”
- Identification With Imperfect Instruments (2008, methodology): “For research on the implications of instrument invalidity in the linear model, outside the study of treatment effects, see, for example, Ashley (2009), Hahn and Hausman (2003), Berkowitz, Caner, and Fang (2008), Conley, Hansen, and Rossi (2006), and Kraay (2008).”