On adding over-identifying instrumental variables to simultaneous equations.

On adding over-identifying instrumental variables to simultaneous equations.

Reducing the number of over-identifying instruments, or adding them to a structural equation, increases estimation dispersion. Added instruments should be insignificant under correct specification, with parameter estimates nearly unaffected, confirmed by Monte Carlo. Selecting instruments does not a...

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Bibliografiske detaljer
Hovedforfatter:	Hendry, D
Format:	Journal article
Sprog:	English
Udgivet:	Elsevier 2011

Lignende værker

The Structure of Simultaneous Equations Estimators.
af: Hendry, D
Udgivet: (1993)

The Structure of Simultaneous Equations Estimators.
af: Hendry, D
Udgivet: (2000)

The Structure of Simultaneous Equations Estimators.
af: Hendry, D
Udgivet: (1976)

The Structure of Simultaneous Equations Estimators.
af: Hendry, D
Udgivet: (1994)

Identification in linear simultaneous equations models with covariance restrictions : an instrumental variables interpretation
af: Hausman, Jerry A., et al.
Udgivet: (2011)

Errors in variables in simultaneous equation models,
af: Hausman, Jerry A.
Udgivet: (2011)

The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems.
af: Hendry, D, et al.
Udgivet: (1977)

The Behaviour of Inconsistent Instrumental Variables Estimators in Dynamic Systems with Autocorrelated Errors.
af: Hendry, D
Udgivet: (1979)

A Control Variable Investigation of the Properties of Autoregressive Instrumental Variables Estimators for Dynamic Systems.
af: Hendry, D, et al.
Udgivet: (1975)

The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems.
af: Hendry, D
Udgivet: (1975)

Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process.
af: Hendry, D
Udgivet: (1971)

Simultaneous Maximum Likelihood Estimation for Piecewise Linear Instrumental Variable Models
af: Shuo Shuo Liu, et al.
Udgivet: (2022-09-01)

Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process: A Correction.
af: Hendry, D
Udgivet: (1974)

Lipids and α-Synuclein: adding further variables to the equation
af: Jana Schepers, et al.
Udgivet: (2024-08-01)

Simultaneous Ad Auctions
af: Ashlagi, Itai, et al.
Udgivet: (2012)

A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments
af: Chuanming Gao, et al.
Udgivet: (2019-07-01)

Survey on Statistical Inferences in Weakly-Identified Instrumental Variable Models
af: Mikusheva, Anna
Udgivet: (2015)

An Examination of the Relationship Between Agricultural Value Added and Agricultural Supports with Panel Simultaneous Equation Systems
af: Serife Ozsahin, et al.
Udgivet: (2023-08-01)

A tale of 3 cities: model selection in over-, exact, and under-specified equations
af: Castle, J, et al.
Udgivet: (2011)

A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations.
af: Castle, J, et al.
Udgivet: (2010)

Identifying causal effects based on instrumental variables and distinguishing different models with data
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Udgivet: (2022-08-01)

Simultaneous Pell equations
af: Sihabudin, Nurul Amirah, et al.
Udgivet: (2015)

Simultaneous reconstruction of time-dependent coefficients in the parabolic equation from over-specification conditions
af: M.J. Huntul
Udgivet: (2021-11-01)

Variability in Dust Observed over China Using A-Train CALIOP Instrument
af: Hui Xu, et al.
Udgivet: (2016-01-01)

Simultaneous Design of Controllers and Instrumentation: ILQR/ILQG
af: Ching, Shinung, et al.
Udgivet: (2012)

Counting solutions to equations in many variables over finite fields
af: Lauder, A
Udgivet: (2004)

Simultaneous Synthesis of Partially Homologous Oligonucleotide Sequences
af: Philip Hendry
Udgivet: (1998-08-01)

Iteration procedures for simultaneous equations
af: Craig, Edward Joseph
Udgivet: (2011)

Solving simultaneous equations [filem]
Udgivet: ([n.d)

Solving simultaneous equations [kasetvideo]
Udgivet: ([19-)

The structure of simultaneous equation estimators
af: Hallett, A
Udgivet: (1976)

Instrumental variable estimation with heteroskedasticity and many instruments
af: Woutersen, Tiemen, et al.
Udgivet: (2018)

Instrumental Weighted Variables
af: Jan Ámos Víšek
Udgivet: (2016-04-01)

Simultaneous operations on parallel or near-parallel instrument runways /
af: International Civil Aviation Organization
Udgivet: (1988)

On the instrumental variable estimation with many weak and invalid instruments
af: Lin, Y, et al.
Udgivet: (2024)

Facing unprecedented drying of the Central Andes? Precipitation variability over the period AD 1000–2100
af: Raphael Neukom, et al.
Udgivet: (2015-01-01)

Notes on the solution of algebraic linear simultaneous equations /
af: Fox, L. (Leslie), et al.

Aqua ads as an instrument of Indonesia national identity development
af: Asnurul Novia Narendra, et al.
Udgivet: (2020-01-01)

Identify Solutions to Systems of Linear Latin for Square Equations over Maxmin-Ï‰
af: Nilatul 'Azizah, et al.
Udgivet: (2025-02-01)

Automatic model selection: a new instrument for social science
af: Krolzig, H, et al.
Udgivet: (2004)