The Econometrics Journal, Vol. 16, No. 1, EC 2 2010 SPECIAL ISSUE: IDENTIFICATION IN ECONOMETRICS, THEORY AND APPLICATIONS (2013), pp. 27-72 (46 pages) We consider a standard instrumental variables ...

Instrumental variables estimation is classically employed to avoid simultaneous equations bias in a stable environment. Here we use it to improve upon ordinary least-squares estimation of ...

Instrumental variables (IV) analysis is a technique that virtually every econometrics textbook describes and that econometricians have employed for over half a century. It is used to contrast two or ...

The estimation of economic relationships often confronts the challenge of weak instruments – variables that are only weakly correlated with endogenous regressors. Such weakness can lead to substantial ...

This is the tenth in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...

Citations: Rusticus, Tjomme O., David Larcker. 2010. On the Use of Instrumental Variables in Accounting Research. Journal of Accounting and Economics. (3)186.

“LIKE elaborately plumed birds…we preen and strut and display our t-values.” That was Edward Leamer's uncharitable description of his profession in 1983. Mr Leamer, an economist at the University of ...

This course is compulsory on the BSc in Economic History with Economics, BSc in Economics and Economic History, BSc in Finance, BSc in International Social and Public Policy and Economics, BSc in ...

This course is compulsory on the BSc in Economics and Economic History, BSc in Finance, BSc in International Social and Public Policy and Economics, BSc in Philosophy and Economics and BSc in Politics ...