| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP6950 |
| DP6950 On the Nature, Modeling, and Neural Bases of Social Ties | |
| Frans A.A.M. van Winden; Mirre Stallen; Richard Ridderinkhof | |
| 发表日期 | 2008-08-23 |
| 出版年 | 2008 |
| 语种 | 英语 |
| 摘要 | We introduce two simple new variants of the Jackknife Instrumental Variables (JIVE) estimator for overidentified linear models and show that they are superior to the existing JIVE estimator, significantly improving on its small sample bias properties. We also compare our new estimators to existing Nagar (1959) type estimators. We show that, in models with heteroskedasticity, our estimators have superior properties to both the Nagar estimator and the related B2SLS estimator suggested in Donald and Newey (2001). These theoretical results are verified in a set of Monte-Carlo experiments and then applied to estimating the returns to schooling using actual data. |
| 主题 | Labour Economics |
| 关键词 | Jive Weak instruments |
| URL | https://cepr.org/publications/dp6950 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/535787 |
| 推荐引用方式 GB/T 7714 | Frans A.A.M. van Winden,Mirre Stallen,Richard Ridderinkhof. DP6950 On the Nature, Modeling, and Neural Bases of Social Ties. 2008. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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