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Дисертації з теми "Weak instrument"

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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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4

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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Анотація:
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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5

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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7

ANGINO, SIRIA. "The importance of being clustered." Doctoral thesis, Luiss Guido Carli, 2017. http://hdl.handle.net/11385/201133.

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Анотація:
(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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8

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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9

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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11

Bakhtavoryan, Rafael Gagik. "Endogenous variables and weak instruments in cross-sectional nutrient demand and health information analysis: a comparison of solutions." Thesis, Texas A&M University, 2003. http://hdl.handle.net/1969.1/191.

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Анотація:
In recent years, increasing attention has turned toward the effect of health information or health knowledge on nutrient intake. In determining the effect of health information on nutrient demand, researchers face the estimation problem of dealing with the endogeneity of health information knowledge. The standard approach for dealing with this problem is an instrumental variables (IV) procedure. Unfortunately, recent research has demonstrated that the IV procedure may not be reliable in the types of data sets that contain health information and nutrient intakes because the instruments are n
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12

Grikscheit, Florian Verfasser], Florian [Akademischer Betreuer] Weck, and Sonja [Akademischer Betreuer] [Rohrmann. "Entwicklung und Weiterentwicklung von Instrumenten zur Erfassung der Behandlungsintegrität / Florian Grikscheit. Betreuer: Florian Weck. Gutachter: Florian Weck ; Sonja Rohrmann." Frankfurt am Main : Univ.-Bibliothek Frankfurt am Main, 2016. http://d-nb.info/1081990422/34.

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13

Grikscheit, Florian [Verfasser], Florian Akademischer Betreuer] Weck, and Sonja [Akademischer Betreuer] [Rohrmann. "Entwicklung und Weiterentwicklung von Instrumenten zur Erfassung der Behandlungsintegrität / Florian Grikscheit. Betreuer: Florian Weck. Gutachter: Florian Weck ; Sonja Rohrmann." Frankfurt am Main : Univ.-Bibliothek Frankfurt am Main, 2016. http://d-nb.info/1081990422/34.

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14

Alyassin, Waleed. "The influence of heat production relative to drill wear during osteotomy preparation by different implant drill systems a comparison study between ceramic and conventional implant drill systems /." Morgantown, W. Va. : [West Virginia University Libraries], 2010. http://hdl.handle.net/10450/11068.

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Thesis (M.S.)--West Virginia University, 2010.<br>Title from document title page. Document formatted into pages; contains vi, 41 p. : ill. (some col.). Includes abstract. Includes bibliographical references (p. 37-41).
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15

Liu, Jie. "Characterization of New Rotary Endodontic Instruments Fabricated from Special Thermomechanically Processed NiTi Wire." The Ohio State University, 2009. http://rave.ohiolink.edu/etdc/view?acc_num=osu1244643081.

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16

Chaves, Leonardo Salim Saker. "Asymptotic efficiency in an instrumental variable model." reponame:Repositório Institucional do FGV, 2015. http://hdl.handle.net/10438/13874.

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Submitted by Leonardo Salim Saker Chaves (lsalimsaker@gmail.com) on 2015-07-24T19:51:22Z No. of bitstreams: 1 Dissertacao_LeonardoSalim_BMHS.pdf: 661288 bytes, checksum: a89da060d1378be5cf51ff1edc18cfc6 (MD5)<br>Approved for entry into archive by BRUNA BARROS (bruna.barros@fgv.br) on 2015-07-27T14:42:35Z (GMT) No. of bitstreams: 1 Dissertacao_LeonardoSalim_BMHS.pdf: 661288 bytes, checksum: a89da060d1378be5cf51ff1edc18cfc6 (MD5)<br>Approved for entry into archive by Maria Almeida (maria.socorro@fgv.br) on 2015-07-30T19:33:12Z (GMT) No. of bitstreams: 1 Dissertacao_LeonardoSalim_BMHS.pdf: 66
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17

Castro, Gustavo Rabello de. "Invariant tests in an instrumental variables model with unknown data generating process." reponame:Repositório Institucional do FGV, 2015. http://hdl.handle.net/10438/15228.

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Submitted by Gustavo Rabello de Castro (grdcastro@outlook.com) on 2016-01-17T15:36:58Z No. of bitstreams: 1 Dissertacao Final.pdf: 1716177 bytes, checksum: 6516904780e3dae7837ee9b481d63ba7 (MD5)<br>Approved for entry into archive by BRUNA BARROS (bruna.barros@fgv.br) on 2016-01-21T17:18:28Z (GMT) No. of bitstreams: 1 Dissertacao Final.pdf: 1716177 bytes, checksum: 6516904780e3dae7837ee9b481d63ba7 (MD5)<br>Approved for entry into archive by Maria Almeida (maria.socorro@fgv.br) on 2016-02-11T17:59:08Z (GMT) No. of bitstreams: 1 Dissertacao Final.pdf: 1716177 bytes, checksum: 6516904780e3dae
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18

Vilela, Lucas Pimentel. "Hypothesis testing in econometric models." reponame:Repositório Institucional do FGV, 2015. http://hdl.handle.net/10438/18249.

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Submitted by Lucas Pimentel Vilela (lucaspimentelvilela@gmail.com) on 2017-05-04T01:19:37Z No. of bitstreams: 1 Hypothesis Testing in Econometric Models - Vilela 2017.pdf: 2079231 bytes, checksum: d0387462f36ab4ab7e5d33163bb68416 (MD5)<br>Approved for entry into archive by Maria Almeida (maria.socorro@fgv.br) on 2017-05-15T19:31:43Z (GMT) No. of bitstreams: 1 Hypothesis Testing in Econometric Models - Vilela 2017.pdf: 2079231 bytes, checksum: d0387462f36ab4ab7e5d33163bb68416 (MD5)<br>Made available in DSpace on 2017-05-15T19:32:18Z (GMT). No. of bitstreams: 1 Hypothesis Testing in Economet
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19

Pererva, V. I., T. Y. Gorbacheva, Тетяна Павлівна Говорун, Татьяна Павловна Говорун, and Tetiana Pavlivna Hovorun. "Multilayer wearresistant coverages based on mon/crn, tin/zrn for wares of mechanical engineering and cutting instrument." Thesis, Sumy State University, 2017. http://essuir.sumdu.edu.ua/handle/123456789/66645.

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Today, the rapid development of the industry uses new materials for cutting tools. Besides the production of new types of solid high-speed steel and alloys, focuses on strengthening and surface protection products different surfaces. One of the main trends in this area is to develop wear-resistant coatings and their application to cutting tools [1], watches with PVD-coated, glasses with gold frames and others. This is made possible by the application as coating materials based on Ti and Zr, Mo and Cr on the use of technology in active gas mixture of nitrogen N [2].
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20

Tvaranaviciute, Iveta. "Fisher Inference and Local Average Treatment Effect: A Simulation study." Thesis, Uppsala universitet, Statistiska institutionen, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-412989.

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This thesis studies inference to the complier treatment effect denoted LATE. The standard approach is to base the inference on the two-stage least squares (2SLS) estimator and asymptotic Neyman inference, i.e., the t-test. The paper suggests a Fisher Randomization Test based on the t-test statistic as an alternative to the Neyman inference. Based on the setup with a randomized experiment with noncompliance, for which one can identify the LATE, I compare the two approaches in a Monte Carlo (MC) simulations. The results from the MC simulation is that the Fisher randomization test is not a valid
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21

Marosi, Silvia. "Über den Elfenbeinturm hinaus : Thomas Manns Schaffensphasen nach der Methode der Profiling-Abduktion mit ihren Instrumenten Handschrift und modi operandi /." St. Ingbert : Röhrig Universitätsverlag, 2008. http://deposit.d-nb.de/cgi-bin/dokserv?id=3174899&prov=M&dok%5Fvar=1&dok%5Fext=htm.

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22

Schaefer, Jessica L. "The effects of a randomized four-week Graston Instrumented-Assisted Soft Tissue Mobilization (GISTM) dynamic balancing-training program on individuals with chronic ankle instability." Morgantown, W. Va. : [West Virginia University Libraries], 2009. http://hdl.handle.net/10450/10217.

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Thesis (M.S.)--West Virginia University, 2009.<br>Title from document title page. Document formatted into pages; contains viii, 143 p. : ill. (some col.). Includes abstract. Includes bibliographical references.
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23

Plašil, Miroslav. "Empirické ověření nové Keynesiánské Philipsovy křivky v ČR." Doctoral thesis, Vysoká škola ekonomická v Praze, 2003. http://www.nusl.cz/ntk/nusl-77088.

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New keynesian Phillips curve (NKPC) has become a central model to study the relation between inflation and real economic activity, notably in the framework of optimal monetary policy design. However, some recent evidence suggests that empirical data are usually at odds with the underlying theory. The model due to its inherent structure represents a statistical challenge in its own right. Since Galí and Gertler (1999) published their seminal paper introducing estimation via GMM techniques, they have triggered a heated debate on its empirical relevance. Their approach has been heavily criticised
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24

Maschke, Heike. "Beurteilung und Steuerung der Wirtschaftlichkeit in der freien Wohlfahrtspflege am Beispiel der Diakonischen Altenpflege in Sachsen Analyse der Ist-Situation und Ableitung von Handlungsempfehlungen mit Hilfe des Instruments Benchmarking." Chemnitz GUC, Verl. der Ges. für Unternehmensrechnung und Controlling, 2009. http://www.guc-online.de/index_74.html.

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25

Kinnear, Lichel. "Die effektiewe regulering van kinderarbeid (Afrikaans)." Diss., University of Pretoria, 2012. http://hdl.handle.net/2263/25087.

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Every year millions of children worldwide are forced into the labour pool. More than half of these children are involved in some of the worst forms of child labour, which include slavery, work under hazardous conditions and illegal activities such as drug trafficking and prostitution. Children involved in child labour are usually deprived of access to basics such as proper nutrition, adequate shelter, education, basic hygiene and healthcare, and recreation. Due to the increase in poverty across the world, the vulnerability of children in child labour, and their need for income to survive in a
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26

Kabui, Ali. "Value at risk et expected shortfall pour des données faiblement dépendantes : estimations non-paramétriques et théorèmes de convergences." Phd thesis, Université du Maine, 2012. http://tel.archives-ouvertes.fr/tel-00743159.

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Quantifier et mesurer le risque dans un environnement partiellement ou totalement incertain est probablement l'un des enjeux majeurs de la recherche appliquée en mathématiques financières. Cela concerne l'économie, la finance, mais d'autres domaines comme la santé via les assurances par exemple. L'une des difficultés fondamentales de ce processus de gestion des risques est de modéliser les actifs sous-jacents, puis d'approcher le risque à partir des observations ou des simulations. Comme dans ce domaine, l'aléa ou l'incertitude joue un rôle fondamental dans l'évolution des actifs, le recours a
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27

Doko, Tchatoka Sabro Firmin. "Exogeneity, weak identification and instrument selection in econometrics." Thèse, 2010. http://hdl.handle.net/1866/3886.

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La dernière décennie a connu un intérêt croissant pour les problèmes posés par les variables instrumentales faibles dans la littérature économétrique, c’est-à-dire les situations où les variables instrumentales sont faiblement corrélées avec la variable à instrumenter. En effet, il est bien connu que lorsque les instruments sont faibles, les distributions des statistiques de Student, de Wald, du ratio de vraisemblance et du multiplicateur de Lagrange ne sont plus standard et dépendent souvent de paramètres de nuisance. Plusieurs études empiriques portant notamment sur les modèles de rendements
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28

Silva, Marta Sofia Praça Gonçalves da. "Securitization as a nation-building instrument in weak states: the Israeli case." Doctoral thesis, 2020. http://hdl.handle.net/10316/95332.

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Tese no âmbito do doutoramento em Relações Internacionais, Política Internacional e Resolução de conflitos, apresentada à Faculdade de Economia da Universidade de Coimbra<br>Extensive literature produced on the history of the Israeli state has reproduced a dichotomy between the Palestinian citizens of the State and a homogeneous Jewish majority. This dichotomy is itself nourished by International Relations’ academic neglect to study nation- and state-building processes, which inevitably mask processes of social fragmentation and polarization between ethnic, cultural, and religious groups. In t
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29

Χατζηκωνσταντή, Βασιλική. "Μια ανασκόπηση του ζητήματος των ασθενών βοηθητικών μεταβλητών". Thesis, 2009. http://nemertes.lis.upatras.gr/jspui/handle/10889/1883.

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Σε ένα γραμμικό υπόδειγμα βοηθητικών μεταβλητών η ασθενής συσχέτιση των βοηθητικών μεταβλητών με τις ενδογενείς ερμηνευτικές μεταβλητές είναι γνωστή στη βιβλιογραφία ως το ζήτημα των ασθενών βοηθητικών μεταβλητών. Στην παρούσα εργασία διερευνώνται διάφορες πτυχές του εν λόγω ζητήματος και επισημαίνονται πιθανές μέθοδοι για την αντιμετώπισή του. Επίσης, μελετάται η απόδοση των εκτιμητών OLS, TSLS, BTSLS, LIML και Fuller-k κάτω από την υπόθεση των ασθενών βοηθητικών μεταβλητών, μέσω ενός πειράματος Monte Carlo, με τα αποτελέσματα να τεκμηριώνουν τη δυσκολία λήψης αξιόπιστων σημειακών εκτιμήσεων.
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30

Doukali, Mohamed. "Regularized Jackknife estimation with many instruments." Thèse, 2016. http://hdl.handle.net/1866/18512.

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31

Lenzi, Richard. "Laboratory and clinical evaluation of curette wear after root planing procedures a thesis submitted in partial fulfillment ... periodontics ... /." 1988. http://books.google.com/books?id=2XU9AAAAMAAJ.

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32

De, Klerk Marissa. "Work-family enrichment : development, validation and application of a new instrument within the South African context / Marissa de Klerk." Thesis, 2014. http://hdl.handle.net/10394/11537.

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Over the past few decades it has become evident that the work/family interface is a much broader concept that does not only stress the negative side of the relationship, but also include a positive side. This refers to the process by which participation in one role (e.g. work role) is made better or easier by virtue of participation in the other role (e.g. family role). South Africa is a multicultural society, which consists of four groups (i.e. Black, White, Coloured and Indian), speaking eleven official languages. All of these groups are faced with unique and different circumstances. Apart f
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33

Kaffo, Melou Maximilien. "Essays on bootstrap in econometrics." Thèse, 2014. http://hdl.handle.net/1866/11429.

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Ma thèse est composée de trois essais sur l'inférence par le bootstrap à la fois dans les modèles de données de panel et les modèles à grands nombres de variables instrumentales #VI# dont un grand nombre peut être faible. La théorie asymptotique n'étant pas toujours une bonne approximation de la distribution d'échantillonnage des estimateurs et statistiques de tests, je considère le bootstrap comme une alternative. Ces essais tentent d'étudier la validité asymptotique des procédures bootstrap existantes et quand invalides, proposent de nouvelles méthodes bootstrap valides. Le premier chap
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34

Nagamatsu, Rosimeiri Naomi. "Avaliação das propriedades de conforto de um produto têxtil tridimensional por meio da metodologia de análise sensorial e instrumental no Brasil." Doctoral thesis, 2019. http://hdl.handle.net/1822/76355.

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Tese de Doutoramento Engenharia Têxtil<br>O microambiente do vestuário é o espaço entre o vestuário e a pele, estando relacionado com o calor e com o contato do vestuário com a pele. Muitos investigadores pesquisam a relação entre pele e vestuário com vista ao conforto total desse microambiente. O conforto total do vestuário é classificado em 4 grupos básicos, nomeadamente conforto termo-fisiolíogico, conforto sensorial, conforto psicológico e conforto ergonómico. Desse modo, o objetivo dessa tese é avaliar o conforto sensorial e termo-fisiolíogico de amostras têxteis e de bonés desportiv
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35

Tchuente, Nguembu Guy. "Essais en économetrie et économie de l'éducation." Thèse, 2014. http://hdl.handle.net/1866/11430.

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