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Testing asset pricing models with individual stocks: An instrumental variables approach
This study empirically tests time-varying asset pricing models in an emerging market with individual stocks. We employ a recently proposed instrumental variables (IV) technique that uses individual stocks as test assets while consistently estimating ex ...
Işıl Candemir, Cenk C. Karahan
doaj +1 more source
High-dimensional instrumental variables regression and confidence sets [PDF]
This article considers inference in linear models with d\_X regressors, some or many of which could be endogenous, and d\_Z instrumental variables (IVs). d\_Z can range from less than d\_X to any order smaller than an exponential in the sample size.
Gautier, Eric, Rose, Christiern
core +2 more sources
Mendelian randomization is the use of genetic instrumental variables to obtain causal inferences from observational data. Two recent developments for combining information on multiple uncorrelated instrumental variables (IVs) into a single causal ...
S. Burgess, F. Dudbridge, S. Thompson
semanticscholar +1 more source
ABSTRACT Bone tumours present significant challenges for affected patients, as multimodal therapy often leads to prolonged physical limitations. This is particularly critical during childhood and adolescence, as it can negatively impact physiological development and psychosocial resilience.
Jennifer Queisser +5 more
wiley +1 more source
Cartel Duration and Endogenous Private Monitoring and Communication: An Instrumental Variables Approach [PDF]
Colluding firms often exchange private information and make transfers within the cartels based on the information. Estimating the impact of such collusive practices— known as the “lysine strategy profile (LSP)”— on cartel duration is difficult because of
Zhou, Jun
core +2 more sources
ABSTRACT Background The delipid extracorporeal lipoprotein filter from plasma (DELP) treatment can effectively reduce blood lipid, increase blood flow, and improve neurological deficits in patients with acute ischemic stroke (AIS). However, its effect on vision and retinal microcirculation in stroke patients has never been reported.
Ning Li +9 more
wiley +1 more source
The genetic variant of interest is referred to be a weak instrumental variable in Mendelian randomization If the relevance assumption is not met. By and large, a weak instrument bias occurs when there is insufficient statistical evidence to support an ...
Danial Habibi +3 more
doaj +1 more source
ABSTRACT Background Chronic kidney disease is a growing public health problem worldwide, and the number of patients requiring renal replacement therapy is steadily increasing. Türkiye has experienced a similar rise in both the incidence and prevalence of renal replacement therapy over the past decades; however, national‐level projections of future ...
Arzu Akgül +2 more
wiley +1 more source
Impact of family size on education, child labor and female labor supply
This paper studies the impact of family size on education, child labor and mother’s labor market participation in Ecuador. Parent’s preferences and the sex mix of their children are exploited in an instrumental variables setting to overcome endogeneity ...
Aquiles Villamil Argote
doaj
In Côte d’Ivoire, the use of fertilizers in rice farming still remains low. Credit constraints have been frequently reported as the main reason hampering rice farmers from reversing this situation.
N’Banan Ouattara +6 more
doaj +1 more source

