Wednesday, July 8, 2009

Instrumental variable

Instrumental Variable Estimation of the Simple Errors-in-Variables Model
R. L. Carter, Wayne A. Fuller
Journal of the American Statistical Association, Vol. 75, No. 371 (Sep., 1980), pp. 687-692

Instrumental-Variable Estimation of an Error-Components Model
Takeshi Amemiya, Thomas E. MaCurdy
Econometrica, Vol. 54, No. 4 (Jul., 1986), pp. 869-880

Instrumental Variable Estimation in Generalized Linear Measurement Error Models
Jeffrey S. Buzas, Leonard A. Stefanski
Journal of the American Statistical Association, Vol. 91, No. 435 (Sep., 1996), pp. 999-1006

Finite Sample Properties of Instrumental Variable Estimators of Structural Coefficients
Roberto S. Mariano
Econometrica, Vol. 45, No. 2 (Mar., 1977), pp. 487-496

Does More Crime Mean More Prisoners? An Instrumental Variables Approach
Yair Listokin
Journal of Law and Economics, Vol. 46, No. 1 (Apr., 2003), pp. 181-206

Testing Identifiability and Specification in Instrumental Variable Models
John G. Cragg, Stephen G. Donald
Econometric Theory, Vol. 9, No. 2 (Jun., 1993), pp. 222-240

Consistent Estimation with a Large Number of Weak Instruments
John C. Chao, Norman R. Swanson
Econometrica, Vol. 73, No. 5 (Sep., 2005), pp. 1673-1692


Structural Equations, Treatment Effects, and Econometric Policy Evaluation Structural Equations, Treatment Effects, and Econometric Policy Evaluation
James J. Heckman, Edward Vytlacil
Econometrica, Vol. 73, No. 3 (May, 2005), pp. 669-738

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