The Interpretation of Instrumental Variables Estimators in Simultaneous Equations Models with an Application to the Demand for Fish

By Joshua D. Angrist, Kathryn Graddy, Guido W. Imbens. 2000

385 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Soil Science

View Paper: https://www.semanticscholar.org/paper/d1e35004f1f57dcd96408dfe544da5eee7c4dc79

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Citations in the corpus

Two-Sample Instrumental Variable Analyses Using Heterogeneous Samples (2017, background): “In this case, the instrumental variable estimator β̂h in (10) converges in probability to a weighted average of local average treatment effects (Angrist et al., 2000).”
Econometric Methods for Program Evaluation (2018, methodology): “Angrist et al. (2000) extend the methods in this section to estimation in simultaneous equations models.”
Fuzzy Differences-in-Differences (2015, result): “In such instances, one can show that under an appropriate generalization of Assumption 3, the Wald-DID, WaldTC, and Wald-CIC identify a weighted average of the derivative of potential outcomes with respect to treatment, a parameter that resembles that studied in Angrist et al. (2000).”
Difference-in-Differences with a Continuous Treatment (2021, neutral): “We call the difference in a unit’s potential outcome with a marginal increase in the dose a causal response (Angrist and Imbens, 1995).”
A Multiple Lender Approach to Understanding Supply and Search in the Equity Lending Market (2013, positive): “the two stage regression approach in Angrist, Graddy and Imbens (2000) in which we use”
Causal Inference in Urban and Regional Economics (2014, positive): “For example, Angrist et al. (2000) use weather variables as a source of exogenous variation in supply shifts to recover demand system parameters using the well-known Fulton Street Fish Market data (Graddy, 1995).”
Are workers with a long commute less productive? An empirical analysis of absenteeism (2011, background): “…the worker may move residence or job, see Zax, 1991; Zax and Kain, 1996).15 This does not imply that our estimates are invalid, but it means that the estimates only hold for the selected group of workers who do not move residence or job when the workplace is relocated (see Angrist et al., 2000).”
The Effect of Unemployment Benefits and Nonemployment Durations on Wages (2016, neutral): “This is akin to the standard result in linear models with heterogeneous parameters (Angrist et al., 1996), but is here derived for the general case in which wages may be a nonlinear function of nonemployment durations (Angrist et al., 2000).”
Population health effects and health-related costs of extreme temperatures: Comprehensive evidence from Germany (2018, background): “It is very plausible that short-term weather variation is exogenous to the outcomes of any one individual (cf. Angrist et al., 2000).”