全球智库信息集成服务系统(G2TT): Identification with Imperfect Instruments

G2TT

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.