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来源类型 | Working Paper |
规范类型 | 报告 |
DOI | 10.3386/w14434 |
来源ID | Working Paper 14434 |
Identification with Imperfect Instruments | |
Aviv Nevo; Adam M. Rosen | |
发表日期 | 2008-10-24 |
出版年 | 2008 |
语种 | 英语 |
摘要 | Dealing with endogenous regressors is a central challenge of applied research. The standard solution is to use instrumental variables that are assumed to be uncorrelated with unobservables. We instead assume (i) the correlation between the instrument and the error term has the same sign as the correlation between the endogenous regressor and the error term, and (ii) that the instrument is less correlated with the error term than is the endogenous regressor. Using these assumptions, we derive analytic bounds for the parameters. We demonstrate the method in two applications. |
主题 | Econometrics ; Estimation Methods |
URL | https://www.nber.org/papers/w14434 |
来源智库 | National Bureau of Economic Research (United States) |
引用统计 | |
资源类型 | 智库出版物 |
条目标识符 | http://119.78.100.153/handle/2XGU8XDN/572109 |
推荐引用方式 GB/T 7714 | Aviv Nevo,Adam M. Rosen. Identification with Imperfect Instruments. 2008. |
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文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
w14434.pdf(269KB) | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 |
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