Searching for "Generalized Instrumental Variables." – sorted by Relevance.
9 documents found, showing 1 through 9.
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Instrumental variables and GMM: Estimation and testing
- …. Keywords: st????, instrumental variables, generalized method of moments, endogeneity, heteroskedasticity…
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Mediating Instrumental Variables
- … as the InstrumentalVariable (IV) estimator [Bowden & Turkington, 1984]. In spite of its general appeal and wide use…
- Cited by 12 (4 self) – Add To MetaCart
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Price-Concentration Analysis in Merger Cases With Differentiated Products ∗
- …, then stipulates a general nonparametric, nonlinear instrumental variable regression estimation methodology, using…
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Hausman Tests For Seasonal Unit Roots In Presence Of MA(1) Errors
- … will call this estimator Pseudo-Instrumental Variables (π PIV ), because generally the instrumental…
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JOB MARKET PAPER The Effects of Syndicate Structure on Loan Spreads
- … by diversification considerations. I use an instrumental variables approach to separate these two effects…
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Interview with Lars Peter Hansen
- … instrument in generalized instrumental variables estimation. What led you to work on this problem and what…
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Testing Macroeconometric Models
- …-1054. , and Kenneth Singleton, 1982, “Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations…
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THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY
- … was programming GIVE–the Generalized Instrumental Variable Estimator [33]–including an algorithm for FIML. I used…
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Consumer confidence and consumption in Sweden
- … on average were rather pessimistic about the general economic situation as reflected in the variable GCI, see…
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