Avoiding invalid instruments and coping with weak instruments

被引：619
|
作者：
Murray, Michael P. [1 ]
机构：
[1] Bates Coll, Lewiston, ME 04240 USA
来源：
JOURNAL OF ECONOMIC PERSPECTIVES | 2006年 / 20卷 / 04期
关键词：
D O I：
10.1257/jep.20.4.111
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
[No abstract available]
引用
收藏
页码：111 / 132
页数：22
相关论文
共 50 条
  • [1] On the instrumental variable estimation with many weak and invalid instruments
    Lin, Yiqi
    Windmeijer, Frank
    Song, Xinyuan
    Fan, Qingliang
    [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2024, 86 (04) : 1068 - 1088
  • [2] Avoiding bias from weak instruments in Mendelian randomization studies
    Burgess, Stephen
    Thompson, Simon G.
    [J]. INTERNATIONAL JOURNAL OF EPIDEMIOLOGY, 2011, 40 (03) : 755 - 764
  • [3] GENIUS-MAWII: for robust Mendelian randomization with many weak invalid instruments
    Ye, Ting
    Liu, Zhonghua
    Sun, Baoluo
    Tchetgen, Eric Tchetgen
    [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2024, 86 (04) : 1045 - 1067
  • [4] Identification and Inference With Many Invalid Instruments
    Kolesar, Michal
    Chetty, Raj
    Friedman, John
    Glaeser, Edward
    Imbens, Guido W.
    [J]. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2015, 33 (04) : 474 - 484
  • [5] AVOIDING THE HAZARDS OF SHARP INSTRUMENTS
    JAGGER, J
    PEARSON, RD
    BRAND, JJ
    [J]. LANCET, 1986, 1 (8492): : 1274 - 1274
  • [6] Valid Causal Inference with (Some) Invalid Instruments
    Hartford, Jason
    Veitch, Victor
    Sridhar, Dhanya
    Leyton-Brown, Kevin
    [J]. INTERNATIONAL CONFERENCE ON MACHINE LEARNING, VOL 139, 2021, 139
  • [7] COPING WITH HIGH COST OF INSTRUMENTS
    不详
    [J]. SCIENCE, 1977, 195 (4284) : 1316 - 1316
  • [8] On solving endogeneity with invalid instruments: an application to investment equations
    Galvao, Antonio F.
    Montes-Rojas, Gabriel
    Olmo, Jose
    Song, Suyong
    [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 2018, 181 (03) : 689 - 716
  • [9] The Hausman test and weak instruments
    Hahn, Jinyong
    Ham, John C.
    Moon, Hyungsik Roger
    [J]. JOURNAL OF ECONOMETRICS, 2011, 160 (02) : 289 - 299
  • [10] A Robust Test for Weak Instruments
    Olea, Jose Luis Montiel
    Pflueger, Carolin
    [J]. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2013, 31 (03) : 358 - 369
12345