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Jackknife Instrumental Variables Estimation. (1995). Krueger, Alan ; Imbens, Guido ; Angrist, Joshua.
In: NBER Technical Working Papers.
RePEc:nbr:nberte:0172.

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Cited: 9

Citations received by this document

Cites: 20

References cited by this document

Cocites: 39

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Coauthors: 0

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

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

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  3. 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.

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

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  5. Regional Treatment Intensity as an Instrument for the Evaluation of Labour Market Policies. (2004). Lechner, Michael ; Frölich, Markus.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4304.

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  6. Small Sample Properties of LIML and Jackknife IV Estimators: Experiments with Weak Instruments.. (1999). Dahlberg, Matz ; Blomquist, Sören.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:14:y:1999:i:1:p:69-88.

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  7. Jackknife Instrumental Variables Estimation.. (1999). Krueger, Alan ; Imbens, Guido ; Angrist, Joshua.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:14:y:1999:i:1:p:57-67.

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  8. Hierarchical Bayes Models with Many Instrumental Variables. (1996). Imbens, Guido ; Chamberlain, Gary .
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0204.

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  9. Symmetrically normalized instrumental-variable estimation using panel data. (1996). Alonso-Borrego, César ; Arrellano, Manuel .
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:4098.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. ALTONJI, J., AND L. SEGAL, (1994), Small-Sample Bias in CMM Estimation of Covariance Structures, NBER technical working paper, June.

  2. ANCRIST, J. AND A. KRUEGER, (1992), The Effect of Age at School Entry on Educational Attainment: An Application of Instrumental Variables with Moments from Two Samples, Journal of the American Statistical Association 87, June.

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  8. BLOMQUIST, S., AND Iv!. DAHLBERG, (1994), Small Sample Properties of Jackknife Instrumental Variables Estimators; Experiments with Weak Instruments, mimeo, Uppsala University, August.

  9. BouND, J., D. JAEGER, AND R. BAKER, (1995), Problems with InstrumentaL Variables Estimation when the Correlation between Instruments and the Endogenous Explanatory Variable is Weak, forthcoming, em Journal of the American Statistical Association.
    Paper not yet in RePEc: Add citation now

  10. BUSE, A. (1992), The Bias of Instrumental Variables Estimators, Econornctrica, 60, 173-180.

  11. Coox, ft. D., (1979), Influential Observations in Linear Regressions, Journal of the American Statistical Association, 74, 169-174.
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  12. FISHER, F., (1966), The Relative Sensitivity to Specification Error of Different k-cLass Estimators, Journal of the American Statistical Association, Vol 61, 345-356.
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  13. FISHER, F., (1967), Approximate Specification and the Choice of a k-class Estimator, Journal of the American Statistical Association, Vol 62, 1265-1276.
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  14. MADDALA, G. S., AND J. JEONG, (1992), ~ the Exact Small Sample Distribution of the Instrumental Variables Estimator, Econometrica, 60, 181-183.

  15. NAGAR, A. L., (1959), The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations, Econometrica, 27, 575-595.
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  16. NELSON, C., AND ft. STAn, (1990), The Distribution of the Instrumental Variables Estimator and its t-ratio when the Instrument is a Poor One, Journal of Business.

  17. PHILLIPS, P.C.B., (1983), Exact Small Sample Properties in the Simultaneous Equations Model, Chapter 8 in Z. Griliches and M. Intriligator, eds., The Handbook of Econometrics, Amsterdam: North Holland.

  18. SAWA, T., (1973), An Almost Unbiased Estimator in Simultaneous Equations Systems, International Economic Review, 14.

  19. STAIGER, D., AND J. STOcK, (1994), Instrumental Variables Regression with Weak Instruments , NBER Technical Working Paper, No. 151, January.

  20. STOKER, T., (1995), Smoothing Bias in the Measurement of Marginal Effects, forthcoming, Journal of Econometrics.

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