Academic literature on the topic 'Weak instrument'

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Dissertations / Theses on the topic "Weak instrument"

1

Souri, Davood. "Theoretical and Applied Essays on the Instrumental Variable Method." Diss., Virginia Tech, 2004. http://hdl.handle.net/10919/28765.

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This dissertation is intended to provide a statistical foundation for the IV models and shed lights on a number of issues related to the IV method. The first chapter shows that the theoretical Instrumental Variable model can be derived by reparameterization of a well-specified statistical model defined on the joint distribution of the involved random variables as the actual (local) data generation process. This reveals the covariance structure of the error terms of the usual theory-driven instrumental variable model. The revealed covariance structure of the IV model have important implications
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2

Wang, Wenjie. "Improved Inference for Instrumental Variable Models with Many Instruments and Weak Instruments." Kyoto University, 2013. http://hdl.handle.net/2433/174868.

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3

Flores-Lagunes, Alfonso. "Instrumental variables estimation in the presence of weak instruments." The Ohio State University, 2001. http://rave.ohiolink.edu/etdc/view?acc_num=osu1269521626.

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Sanderson, Eleanor. "Testing for weak instruments in two-stage least squares estimation of linear instrumental variable models." Thesis, University of Bristol, 2014. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.690773.

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Instrumental Variable (IV) methods are widely used in the analysis of economic data when the explanatory variable of interest is endogenous and so OLS estimation of the model is biased. However, if the instruments used do not strongly predict the endogenous variable being instrumented then the IV estimator will also give biased results. Weak Instrument Asymptotic theory can be used to model the strength of the instruments in Two-Stage Least Squares (2SLS) IV models and critical values have been developed to test for Weak Instruments in models with one time period. In the first part of this the
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Kim, Uijin. "Testing for weak instruments in a linear instrumental variables model under heteroskedasticity and in an exponential model." Thesis, University of Bristol, 2017. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.752745.

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6

Vilela, Lucas Pimentel. "Wald tests for IV regression with weak instruments." reponame:Repositório Institucional do FGV, 2013. http://hdl.handle.net/10438/11222.

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Submitted by Lucas Pimentel Vilela (lvilela@fgvmail.br) on 2013-10-07T17:22:14Z No. of bitstreams: 2 Dissertação Final.pdf: 665295 bytes, checksum: b54a14202e41e19e863a73328cfb2123 (MD5) Supplement.pdf: 2259071 bytes, checksum: 19718d483c50f35f3878c81521b0acf9 (MD5)<br>Approved for entry into archive by Janete de Oliveira Feitosa (janete.feitosa@fgv.br) on 2013-10-08T21:33:30Z (GMT) No. of bitstreams: 2 Dissertação Final.pdf: 665295 bytes, checksum: b54a14202e41e19e863a73328cfb2123 (MD5) Supplement.pdf: 2259071 bytes, checksum: 19718d483c50f35f3878c81521b0acf9 (MD5)<br>Approved for entry
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ANGINO, SIRIA. "The importance of being clustered." Doctoral thesis, Luiss Guido Carli, 2017. http://hdl.handle.net/11385/201133.

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(I A Few-Cluster-Robust Test for Weak Instruments) - ABSTRACT - In the usual IV regression models, the quality of estimation and inference dra- matically depends on the relevance of the set of instruments. To test such condition, most empiricists rely on the first-stage F-statistic as suggested by Stock and Yogo (2005a). However, this method is not valid for clustered data, especially when there are few clusters. Recently, weak instrument-robust methods for inference have been proposed, but none of them deals with the latter case. In this paper, we propose a simple method to perform inf
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Tongur, Can. "Small sample performances of two tests for overidentifying restrictions." Thesis, Uppsala University, Department of Economics, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-6367.

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<p>Two new specification tests for overidentifying restrictions proposed by Hahn and Hausman (2002:b) are here tested and compared to the classical Sargan test. Power properties are found to be very similar in overall performance, while Sargan generally has better size than the new tests. Also, size is distorted for one of the new tests, thus a tendency to reject prevails. In addition, sometimes severe bias is found which affects the tests’ performances, something that differs from earlier studies.</p>
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Meade, Roy Edward. "Quantitative measurement of surface wear via a non-vibrating kelvin probe." Thesis, Georgia Institute of Technology, 1996. http://hdl.handle.net/1853/15999.

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10

Parroni, Carolina. "Cluster mass scaling relations through weak lensing measurements." Thesis, Sorbonne Paris Cité, 2017. http://www.theses.fr/2017USPCC232/document.

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Les amas de galaxies sont des outils cosmologiques et astrophysiques essentiels, car ce sont les objets les plus grands et les plus massifs gravitationnellement liées dans l'Univers. L'étude de leur fonction de masse, de leur fonction de corrélation et des relations d'échelle entre leur masse et différentes observables nous permettent de tester les prévisions des modèles cosmologique et les scenarii de formation des structures. Ils sont aussi d'intéressants laboratoires pour l'étude de la formation et de l'évolution des galaxies, et de leur interactions avec le milieu qui les entourent, dans d
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