Results 11 to 20 of about 5,857,634 (333)

The Yule-Frisch-Waugh-Lovell Theorem for Linear Instrumental Variables Estimation [PDF]

Social Science Research Network, 2023
In this paper, I discuss three aspects of the Frisch-Waugh-Lovell theorem. First, I show that the theorem holds for linear instrumental variables estimation of a multiple regression model that is either exactly or overidentified.
Deepankar Basu
semanticscholar   +1 more source

Covariate-assisted bounds on causal effects with instrumental variables. [PDF]

J R Stat Soc Series B Stat Methodol, 2023
When an exposure of interest is confounded by unmeasured factors, an instrumental variable (IV) can be used to identify and estimate certain causal contrasts.
Levis AW, Bonvini M, Zeng Z, Keele L, Kennedy EH.   +4 more
europepmc   +2 more sources

Smoothed instrumental variables quantile regression [PDF]

The Stata Journal, 2022
In this article, I introduce the sivqr command, which estimates the coefficients of the instrumental variables quantile regression model introduced by Chernozhukov and Hansen (2005, Econometrica 73: 245–261).
David M. Kaplan
semanticscholar   +1 more source

Addressing Endogeneity Without Instrumental Variables: An Evaluation of the Gaussian Copula Approach for Management Research

Journal of Management, 2022
The availability and quality of instrumental variables (IV) are frequent concerns in empirical management research when trying to overcome endogeneity problems.
C. Eckert, Jan Hohberger
semanticscholar   +1 more source

Causal inference with imperfect instrumental variables

Journal of Causal Inference, 2022
Instrumental variables allow for quantification of cause and effect relationships even in the absence of interventions. To achieve this, a number of causal assumptions must be met, the most important of which is the independence assumption, which states ...
Miklin Nikolai, Gachechiladze Mariami, Moreno George, Chaves Rafael   +3 more
doaj   +1 more source

Nonparametric instrumental variable estimation [PDF]

The Stata Journal: Promoting communications on statistics and Stata, 2017
In this article, we introduce the commands npiv and npivcv, which implement nonparametric instrumental-variable (NPIV) estimation methods without and with a cross-validated choice of tuning parameters, respectively. Both commands can impose the constraint that the resulting estimated function is monotone.
Wilhelm, D, Kim, D, Chetverikov, D
openaire   +3 more sources

Effect of Long-Term Absenteeism on the Operating Revenues, Productivity, and Employment of Enterprises

Administrative Sciences, 2023
(1) Background: Previous studies have shown that absenteeism is negatively associated with employee-level performance, but we do not know how exactly absenteeism affects enterprise-level performance.
Jarle Aarstad, Olav Andreas Kvitastein
doaj   +1 more source

Estimating the Capital Asset Pricing Model with Many Instruments: A Bayesian Shrinkage Approach

Mathematics, 2023
This paper introduces an instrumental variable Bayesian shrinkage approach specifically designed for estimating the capital asset pricing model (CAPM) while utilizing a large number of instruments.
Cássio Roberto de Andrade Alves, Márcio Laurini   +1 more
doaj   +1 more source

Generalized Instrumental Variable Models [PDF]

Econometrica, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Andrew Chesher, Adam Rosen
openaire   +7 more sources

Instrumental Variables Regression with Weak Instruments [PDF]

Econometrica, 1997
Summary: This paper develops asymptotic distribution theory for single-equation instrumental variables regression when the partial correlations between the instruments and the endogenous variables are weak, here modeled as local to zero. Asymptotic representations are provided for various statistics, including two-stage least squares (TSLS) and limited
Douglas Staiger, James H. Stock
openaire   +2 more sources