The Estimation of Economic Relationships using Instrumental Variables

JOURNAL ARTICLE published July 1958 in Econometrica

Authors: J. D. Sargan

On the Exact Small Sample Distribution of the Instrumental Variable Estimator

JOURNAL ARTICLE published January 1992 in Econometrica

Authors: G. S. Maddala | Jinook Jeong

More Results on the Exact Small Sample Properties of the Instrumental Variable Estimator

JOURNAL ARTICLE published September 2001 in Econometrica

Authors: Geoffrey Woglom

An Instrumental Variable Approach to Full Information Estimators for Linear and Certain Nonlinear Econometric Models

JOURNAL ARTICLE published July 1975 in Econometrica

Authors: Jerry A. Hausman

Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator

JOURNAL ARTICLE published July 1990 in Econometrica

Authors: Charles R. Nelson | Richard Startz

The Exact Distribution of Instrumental Variable Estimators in an Equation Containing n + 1 Endogenous Variables

JOURNAL ARTICLE published May 1980 in Econometrica

Authors: P. C. B. Phillips

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

JOURNAL ARTICLE published September 1982 in Econometrica

Authors: Lars Peter Hansen | Kenneth J. Singleton

Testing Non-Nested Models After Estimation by Instrumental Variables or Least Squares

JOURNAL ARTICLE published March 1983 in Econometrica

Authors: L. G. Godfrey

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

JOURNAL ARTICLE published January 1984 in Econometrica

Authors: Lars Peter Hansen | Kenneth J. Singleton

Resistant Estimation for Simultaneous-Equations Models Using Weighted Instrumental Variables

JOURNAL ARTICLE published November 1985 in Econometrica

Authors: William S. Krasker | Roy E. Welsch

Sample Splitting and Threshold Estimation

JOURNAL ARTICLE published May 2000 in Econometrica

Authors: Bruce E. Hansen

Comment on Decision Theory Applied to an Instrumental Variables Model

JOURNAL ARTICLE published 2008 in Econometrica

Decision Theory Applied to an Instrumental Variables Model

JOURNAL ARTICLE published May 2007 in Econometrica

Authors: Gary Chamberlain

A Threshold Regression Model

JOURNAL ARTICLE published April 1969 in Econometrica

Authors: Marcel G. Dagenais

Nonparametric and Districtuion-Free Estimation of the Binary Threshold Crossing and The Binary Choice Models

JOURNAL ARTICLE published March 1992 in Econometrica

Authors: Rosa L. Matzkin

Testing a Parametric Model Against a Nonparametric Alternative with Identification Through Instrumental Variables

JOURNAL ARTICLE published March 2006 in Econometrica

Authors: Joel L. Horowitz

The Rotterdam Model: An Approximation in Variable Space

JOURNAL ARTICLE published March 1988 in Econometrica

Authors: Dean C. Mountain

Some Estimation Methods for a Random Coefficient Model

JOURNAL ARTICLE published March 1975 in Econometrica

Authors: Cheng Hsiao

Efficient Semiparametric Estimation of the Fama-French Model and Extensions

JOURNAL ARTICLE published 2012 in Econometrica

Estimation of a Panel Data Sample Selection Model

JOURNAL ARTICLE published November 1997 in Econometrica

Authors: Ekaterini Kyriazidou