Nothing Special   »   [go: up one dir, main page]
create a website
The case against JIVE. (2006). MacKinnon, James ; Davidson, Russell.
In: Journal of Applied Econometrics.
RePEc:jae:japmet:v:21:y:2006:i:6:p:827-833.

Full description at Econpapers || Download paper

Cited: 34

Citations received by this document

Cites: 6

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. A jackknife Lagrange multiplier test with many weak instruments. (2024). Matsushita, Yukitoshi ; Otsu, Taisuke.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:116392.

    Full description at Econpapers || Download paper

  2. Estimating overidentified linear models with heteroskedasticity and outliers. (2024). Wang, Lei.
    In: Papers.
    RePEc:arx:papers:2305.17615.

    Full description at Econpapers || Download paper

  3. Jackknife estimation of a cluster-sample IV regression model with many weak instruments. (2023). Woutersen, Tiemen ; Swanson, Norman R ; Chao, John C.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:235:y:2023:i:2:p:1747-1769.

    Full description at Econpapers || Download paper

  4. Weak Instrumental Variables: Limitations of Traditional 2SLS and Exploring Alternative Instrumental Variable Estimators. (2021). Chandra, Madhurima ; Malkhasyan, Laura ; Huang, Aiwei.
    In: Papers.
    RePEc:arx:papers:2104.12370.

    Full description at Econpapers || Download paper

  5. Human capital and CO2 emissions in the long run. (2020). Smyth, Russell ; Ivanovski, Kris ; Inekwe, John ; Yao, Yao.
    In: Energy Economics.
    RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302474.

    Full description at Econpapers || Download paper

  6. Is Inequality Increasing in r-g? The Dynamics of Capital’s Income Share in the UK, 1210-2013. (2018). Madsen, Jakob.
    In: Discussion paper series.
    RePEc:hit:hiasdp:hias-e-70.

    Full description at Econpapers || Download paper

  7. Supply and demand-side determinants of productivity growth in Italian regions. (2016). Ofria, Ferdinando ; Millemaci, Emanuele.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:37:y:2016:i:c:p:138-146.

    Full description at Econpapers || Download paper

  8. Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models. (2016). Liu-Evans, Gareth.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:100:y:2016:i:c:p:734-762.

    Full description at Econpapers || Download paper

  9. Almost Unbiased Variance Estimation in Simultaneous Equation Models. (2016). Xu, Yongdeng ; Phillips, Garry.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2016/10.

    Full description at Econpapers || Download paper

  10. How Do Patents Affect Follow-On Innovation? Evidence from the Human Genome. (2015). Williams, Heidi ; Sampat, Bhaven.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21666.

    Full description at Econpapers || Download paper

  11. Does democracy drive income in the world, 1500–2000?. (2015). Skali, Ahmed ; Raschky, Paul ; Madsen, Jakob.
    In: European Economic Review.
    RePEc:eee:eecrev:v:78:y:2015:i:c:p:175-195.

    Full description at Econpapers || Download paper

  12. Jackknife instrumental variable estimation with heteroskedasticity. (2015). Crudu, Federico ; Bekker, Paul A..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:185:y:2015:i:2:p:332-342.

    Full description at Econpapers || Download paper

  13. Kaldor-Verdoorns law and increasing returns to scale: A comparison across developed countries. (2014). .
    In: Journal of Economic Studies.
    RePEc:eme:jespps:v:41:y:2014:i:1:pp:140-162.

    Full description at Econpapers || Download paper

  14. Institutions and growth: evidence from estimation methods robust to weak instruments. (2013). Dmitriev, Alexandre.
    In: Applied Economics.
    RePEc:taf:applec:45:y:2013:i:13:p:1625-1635.

    Full description at Econpapers || Download paper

  15. Combining Two Consistent Estimators. (2013). Woutersen, Tiemen ; Swanson, Norman ; Newey, Whitney ; Hausman, Jerry ; Chao, John.
    In: Departmental Working Papers.
    RePEc:rut:rutres:201310.

    Full description at Econpapers || Download paper

  16. The impact of immigration on the labour market: Evidence from 20 years of cross-border migration to Argentina. (2013). Battiston, Diego.
    In: MPRA Paper.
    RePEc:pra:mprapa:52424.

    Full description at Econpapers || Download paper

  17. Jackknife estimation of stationary autoregressive models. (2013). Chambers, Marcus.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:172:y:2013:i:1:p:142-157.

    Full description at Econpapers || Download paper

  18. Symmetric Jackknife Instrumental Variable Estimation. (2012). Crudu, Federico ; Bekker, Paul A..
    In: MPRA Paper.
    RePEc:pra:mprapa:37853.

    Full description at Econpapers || Download paper

  19. Kaldor-Verdoorns Law and Increasing Returns to Scale: A Comparison Across Developed Countries. (2012). Ofria, Ferdinando ; Millemaci, Emanuele.
    In: Working Papers.
    RePEc:fem:femwpa:2012.92.

    Full description at Econpapers || Download paper

  20. Instrumental Variable Estimation with Heteroskedasticity and Many Instruments. (2011). Woutersen, Tiemen ; Swanson, Norman ; Newey, Whitney ; Hausman, Jerry ; Chao, John.
    In: Departmental Working Papers.
    RePEc:rut:rutres:201111.

    Full description at Econpapers || Download paper

  21. Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments. (2011). Woutersen, Tiemen ; Swanson, Norman ; Newey, Whitney ; Hausman, Jerry ; Chao, John.
    In: Departmental Working Papers.
    RePEc:rut:rutres:201110.

    Full description at Econpapers || Download paper

  22. Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments. (2011). Phillips, Garry ; Iglesias, Emma ; Phillips, Garry D. A., .
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2011/19.

    Full description at Econpapers || Download paper

  23. Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments. (2010). Swanson, Norman ; Newey, Whitney ; Woutersen, ; Chao, Swanson .
    In: Economics Working Paper Archive.
    RePEc:jhu:papers:567.

    Full description at Econpapers || Download paper

  24. Jackknife Estimation of Stationary Autoregressive Models. (2010). Chambers, Marcus.
    In: Economics Discussion Papers.
    RePEc:esx:essedp:2786.

    Full description at Econpapers || Download paper

  25. The Economic Costs of Court Decisions Concerning Dismissals in Japan: Identification by Judge Transfers. (2009). Okudaira, Hiroko.
    In: ISER Discussion Paper.
    RePEc:dpr:wpaper:0733.

    Full description at Econpapers || Download paper

  26. Improved Jive estimators for overidentified linear models with and without heteroskedasticity. (2008). Devereux, Paul ; Ackerberg, Daniel.
    In: Working Papers.
    RePEc:ucn:wpaper:200817.

    Full description at Econpapers || Download paper

  27. Controlling for endogeneity with instrumental variables in strategic management research. (2008). Bascle, Guilhem.
    In: Post-Print.
    RePEc:hal:journl:hal-00576795.

    Full description at Econpapers || Download paper

  28. Improved JIVE Estimators for Overidentified Linear Models with and without Heteroskedasticity. (2008). Devereux, Paul ; Ackerberg, Daniel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6926.

    Full description at Econpapers || Download paper

  29. Finite sample evidence of IV estimators under weak instruments. (2007). Flores-Lagunes, Alfonso.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:22:y:2007:i:3:p:677-694.

    Full description at Econpapers || Download paper

  30. The case against JIVE: a comment. (2006). Blomquist, Sören ; Dahlberg, Matz.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:21:y:2006:i:6:p:839-841.

    Full description at Econpapers || Download paper

  31. Comment on ‘The case against JIVE’. (2006). Devereux, Paul ; Ackerberg, Daniel.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:21:y:2006:i:6:p:835-838.

    Full description at Econpapers || Download paper

  32. Moments Of Iv And Jive Estimators. (2006). MacKinnon, James ; Davidson, Russell.
    In: Working Paper.
    RePEc:qed:wpaper:1085.

    Full description at Econpapers || Download paper

  33. Incarceration Length, Employment, and Earnings. (2006). Kling, Jeffrey.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12003.

    Full description at Econpapers || Download paper

  34. The case against JIVE: a comment. (2006). Dahlberg, Matz ; Blomquist, Sören.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:21:y:2006:i:6:p:839-841.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Angrist JD, Imbens GW, Krueger AB. 1999. Jackknife instrumental variables estimation. Journal of Applied Econometrics 14: 57-67.

  2. Davidson R, MacKinnon JG. 2005. Moments of IV and JIVE estimators. Mimeo, Queens University.

  3. Fuller WA. 1977. Some properties of a modification of the limited information estimator. Econometrica 45: 939-953.

  4. Nelson CR, Startz R. 1990a. The distribution of the instrumental variables estimator and its t-ratio when the instrument is a poor one. Journal of Business 63: S125-S140.

  5. Phillips GDA, Hale C. 1977. The bias of instrumental variable estimators of simultaneous equation systems. International Economic Review 18: 219-228.

  6. Staiger D, Stock JH. 1997. Instrumental variables regressions with weak instruments. Econometrica 65: 557-586.

Cocites

Documents in RePEc which have cited the same bibliography

  1. An optimal modification of the LIML estimation for many instruments and persistent heteroscedasticity. (2012). Kunitomo, Naoto.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:64:y:2012:i:5:p:881-910.

    Full description at Econpapers || Download paper

  2. Child Costs and the Causal Effect of Fertility on Female Labor Supply: An investigation for Indonesia 1993-2008. (2011). Priebe, Jan.
    In: Proceedings of the German Development Economics Conference, Berlin 2011.
    RePEc:zbw:gdec11:67.

    Full description at Econpapers || Download paper

  3. Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity. (2011). Woutersen, Tiemen ; Swanson, Norman ; Newey, Whitney ; Hausman, Jerry ; Chao, John.
    In: Departmental Working Papers.
    RePEc:rut:rutres:201118.

    Full description at Econpapers || Download paper

  4. Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments. (2011). Woutersen, Tiemen ; Swanson, Norman ; Newey, Whitney ; Hausman, Jerry ; Chao, John.
    In: Departmental Working Papers.
    RePEc:rut:rutres:201110.

    Full description at Econpapers || Download paper

  5. Simple, Skewness-Based GMM Estimation of the Semi-Strong GARCH(1,1) Model. (2011). Prono, Todd ; Todd, Prono.
    In: MPRA Paper.
    RePEc:pra:mprapa:30994.

    Full description at Econpapers || Download paper

  6. Identification and Inference with Many Invalid Instruments. (2011). Imbens, Guido ; Glaeser, Edward ; Friedman, John ; Chetty, Raj ; Kolesar, Michal.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17519.

    Full description at Econpapers || Download paper

  7. The Geographic Accessibility of Child Care Subsidies and Evidence on the Impact of Subsidy Receipt on Childhood Obesity. (2011). Tekin, Erdal ; Herbst, Chris M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17471.

    Full description at Econpapers || Download paper

  8. The Geographic Accessibility of Child Care Subsidies and Evidence on the Impact of Subsidy Receipt on Childhood Obesity. (2011). Tekin, Erdal ; Herbst, Chris M..
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp6025.

    Full description at Econpapers || Download paper

  9. Determinants of Residential Water Consumption: Evidence and Analysis from a Ten-country Household Survey. (2011). Ward, Michael ; To, Hang ; Kompas, Tom ; Grafton, R. Quentin.
    In: Crawford School Research Papers.
    RePEc:een:crwfrp:1114.

    Full description at Econpapers || Download paper

  10. New Housing Supply and the Dilution of Social Capital. (2010). Hilber, Christian ; Christian A. L. Hilber, .
    In: SERC Discussion Papers.
    RePEc:cep:sercdp:0042.

    Full description at Econpapers || Download paper

  11. On the Origins of Land Use Regulations: Theory and Evidence from US Metro Areas. (2009). Robert-Nicoud, Frederic ; Hilber, Christian ; Christian A. L. Hilber, .
    In: CEP Discussion Papers.
    RePEc:cep:cepdps:dp0964.

    Full description at Econpapers || Download paper

  12. Improved Jive estimators for overidentified linear models with and without heteroskedasticity. (2008). Devereux, Paul ; Ackerberg, Daniel.
    In: Working Papers.
    RePEc:ucn:wpaper:200817.

    Full description at Econpapers || Download paper

  13. New Housing Supply and the Dilution of Social Capital. (2008). Hilber, Christian.
    In: MPRA Paper.
    RePEc:pra:mprapa:11620.

    Full description at Econpapers || Download paper

  14. Improved JIVE Estimators for Overidentified Linear Models with and without Heteroskedasticity. (2008). Devereux, Paul ; Ackerberg, Daniel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6926.

    Full description at Econpapers || Download paper

  15. Tipping and the Dynamics of Segregation. (2007). Rothstein, Jesse ; Mas, Alexandre ; Card, David.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13052.

    Full description at Econpapers || Download paper

  16. Finite sample evidence of IV estimators under weak instruments. (2007). Flores-Lagunes, Alfonso.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:22:y:2007:i:3:p:677-694.

    Full description at Econpapers || Download paper

  17. Further results on projection-based inference in IV regressions with weak, collinear or missing instruments. (2007). Dufour, Jean-Marie ; Taamouti, Mohamed.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:139:y:2007:i:1:p:133-153.

    Full description at Econpapers || Download paper

  18. Moral hazard and Marshallian inefficiency: Evidence from Tunisia. (2007). Arcand, Jean-Louis ; Ai, Chunrong ; Ethier, Francois.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:83:y:2007:i:2:p:411-445.

    Full description at Econpapers || Download paper

  19. Small sample bias in synthetic cohort models of labor supply. (2006). Devereux, Paul.
    In: Working Papers.
    RePEc:ucn:wpaper:200606.

    Full description at Econpapers || Download paper

  20. Improved errors-in-variables estimators for grouped data. (2006). Devereux, Paul.
    In: Working Papers.
    RePEc:ucn:wpaper:200602.

    Full description at Econpapers || Download paper

  21. Jackknife instrumental variables estimation in Stata. (2006). Poi, Brian.
    In: Stata Journal.
    RePEc:tsj:stataj:v:6:y:2006:i:3:p:364-376.

    Full description at Econpapers || Download paper

  22. Moments Of Iv And Jive Estimators. (2006). MacKinnon, James ; Davidson, Russell.
    In: Working Paper.
    RePEc:qed:wpaper:1085.

    Full description at Econpapers || Download paper

  23. Incarceration Length, Employment, and Earnings. (2006). Kling, Jeffrey.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12003.

    Full description at Econpapers || Download paper

  24. The case against JIVE: a comment. (2006). Dahlberg, Matz ; Blomquist, Sören.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:21:y:2006:i:6:p:839-841.

    Full description at Econpapers || Download paper

  25. Comment on The case against JIVE. (2006). Devereux, Paul ; Ackerberg, Daniel.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:21:y:2006:i:6:p:835-838.

    Full description at Econpapers || Download paper

  26. The case against JIVE. (2006). MacKinnon, James ; Davidson, Russell.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:21:y:2006:i:6:p:827-833.

    Full description at Econpapers || Download paper

  27. Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present. (2006). Hayakawa, Kazuhiko.
    In: Hi-Stat Discussion Paper Series.
    RePEc:hst:hstdps:d05-130.

    Full description at Econpapers || Download paper

  28. Incarceration Length, Employment, and Earnings. (2006). Kling, Jeffrey.
    In: American Economic Review.
    RePEc:aea:aecrev:v:96:y:2006:i:3:p:863-876.

    Full description at Econpapers || Download paper

  29. Two-Sample Instrumental Variables Estimators. (2005). Solon, Gary ; Inoue, Atsushi.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0311.

    Full description at Econpapers || Download paper

  30. Implementation of Anti-Discrimination Policy: Does Judicial Selection Matter?. (2005). Payne, A. ; Besley, Timothy.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5211.

    Full description at Econpapers || Download paper

  31. Implementation of Anti-Discrimination Policy:Does Judicial Selection Matter?. (2005). Payne, A. ; Besley, Timothy.
    In: STICERD - Political Economy and Public Policy Paper Series.
    RePEc:cep:stipep:04.

    Full description at Econpapers || Download paper

  32. Regional treatment intensity as an instrument for the evaluation of labour market policies. (2004). Lechner, Michael ; Frölich, Markus ; Frolich, Markus.
    In: University of St. Gallen Department of Economics working paper series 2004.
    RePEc:usg:dp2004:2004-08.

    Full description at Econpapers || Download paper

  33. Consistent Estimation with a Large Number of Weak Instruments. (2004). Swanson, Norman ; Chao, John.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200421.

    Full description at Econpapers || Download paper

  34. The Case Against Jive. (2004). MacKinnon, James ; Davidson, Russell.
    In: Working Paper.
    RePEc:qed:wpaper:1031.

    Full description at Econpapers || Download paper

  35. Political Variables as Instruments for the Minimum Wage. (2004). Lemos, Sara.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1136.

    Full description at Econpapers || Download paper

  36. Regional Treatment Intensity as an Instrument for the Evaluation of Labour Market Policies. (2004). Lechner, Michael ; Frölich, Markus.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1095.

    Full description at Econpapers || Download paper

  37. Endogeneity in quantile regression models: a control function approach. (2004). Lee, Sokbae (Simon).
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:08/04.

    Full description at Econpapers || Download paper

  38. Endogeneity in Quantile Regression Models: A Control Function Approach. (2004). Lee, Sokbae (Simon).
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:521.

    Full description at Econpapers || Download paper

  39. Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments. (2003). Swanson, Norman ; Chao, John.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200312.

    Full description at Econpapers || Download paper

  40. Consistent Estimation with a Large Number of Weak Instruments. (2003). Swanson, Norman ; Chao, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1417.

    Full description at Econpapers || Download paper

  41. Jackknife minimum distance estimation. (2002). Solon, Gary ; Hahn, Jinyong.
    In: Economics Letters.
    RePEc:eee:ecolet:v:76:y:2002:i:1:p:35-45.

    Full description at Econpapers || Download paper

  42. A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments. (2001). Lahiri, Kajal ; Gao, Chuanming.
    In: Discussion Papers.
    RePEc:nya:albaec:01-15.

    Full description at Econpapers || Download paper

  43. Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments. (2001). Angrist, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8456.

    Full description at Econpapers || Download paper

  44. Can Policy Changes Be Treated as Natural Experiments? Evidence from State Excise Taxes. (2001). Moran, John R. ; Kubik, Jeffrey D..
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:39.

    Full description at Econpapers || Download paper

  45. Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments. (2001). Angrist, Joshua.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:15:y:2001:i:4:p:69-85.

    Full description at Econpapers || Download paper

  46. Education for Growth: Why and for Whom?. (2001). Lindahl, Mikael.
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:39:y:2001:i:4:p:1101-1136.

    Full description at Econpapers || Download paper

  47. Further consequences of viewing LIML as an iterated Aitken estimator. (2000). Lahiri, Kajal ; Gao, Chuanming.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:98:y:2000:i:2:p:187-202.

    Full description at Econpapers || Download paper

  48. A jackknife interpretation of the continuous updating estimator. (2000). Newey, Whitney ; Donald, Stephen.
    In: Economics Letters.
    RePEc:eee:ecolet:v:67:y:2000:i:3:p:239-243.

    Full description at Econpapers || Download paper

  49. A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments. (2000). Lahiri, Kajal ; Gao, Chuanming.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0230.

    Full description at Econpapers || Download paper

  50. Education for Growth in Sweden and the World. (1999). Lindahl, Mikael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7190.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-07-16 00:32:28 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated July, 2 2024. Contact: Jose Manuel Barrueco.