Posts Tagged ‘ Weak Instruments ’

When Everything Old is New Again

May 19, 2017
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When Everything Old is New Again

Some ideas are so good that they keep re-appearing again and again. In other words, they stand the test of time, and prove to be useful in lots of different contexts – sometimes in situations that we couldn’t have imagined when the idea first came ...

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Read Some Econometrics this Month!

April 2, 2017
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There are no April Fool's tricks in the following list of suggestions.

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December Reading List

December 3, 2016
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December Reading List

Goodness me! November went by really quickly!Bagnato, L., L. De Capitani, & A. Punzo, 2016. Testing for serial independence: Beyond the portmanteau approach. American Statistician, in press.Aastveit, K.A., C. Foroni, & F. Ravazzolo, 2016. Densi...

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July Reading

July 1, 2015
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July Reading

Now that the (Northern) summer is here, you should have plenty of time for reading. Here are some recommendations:Ahelegbey, D. F., 2015. The econometrics of networks: A review. Working Paper 13/WP/2015, Department of Economics, University of Venice.Ca...

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Here’s Your Reading List!

December 1, 2014
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Here’s Your Reading List!

As we count the year down, there's always time for more reading!Birg, L. and A. Goeddeke, 2014. Christmas economics - A sleigh ride. Discussion Paper No. 220, CEGE, University of Gottingen.Geraci, A., D. Fabbri, and C. Monfardini, 2014. Testing exogene...

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Summer Reading List

July 30, 2014
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Summer Reading List

While I'm at the lake, fishing, this is your big chance to get on with some reading.There won't be a quiz, but I know that you'll thank me for this later on:Aberdie, A., S. Athey, G. W. Imbens, and J. Wooldridge, 2014. Finite population standard errors...

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Detecting Weak Instruments in R

September 23, 2013
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Detecting Weak Instruments in R

Any instrumental variables (IV) estimator relies on two key assumptions in order to identify causal effects: That the excluded instrument or instruments only effect the dependent variable through their effect on the endogenous explanatory variable or variables (the exclusion restriction), That the correlation between the excluded instruments and the endogenous explanatory variables is strong enough […]

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Detecting Weak Instruments in R

September 23, 2013
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Detecting Weak Instruments in R

Any instrumental variables (IV) estimator relies on two key assumptions in order to identify causal effects: That the excluded instrument or instruments only effect the dependent variable through their effect on the endogenous explanatory variable or variables (the exclusion restriction), That the correlation between the excluded instruments and the endogenous explanatory variables is strong enough […]

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