INSTRUMENTAL-VARIABLE ESTIMATION OF AN ERROR-COMPONENTS MODEL

被引:127
|
作者
AMEMIYA, T
MACURDY, TE
机构
关键词
D O I
10.2307/1912840
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:869 / 880
页数:12
相关论文
共 50 条
  • [1] ANOTHER LOOK AT THE INSTRUMENTAL VARIABLE ESTIMATION OF ERROR-COMPONENTS MODELS
    ARELLANO, M
    BOVER, O
    JOURNAL OF ECONOMETRICS, 1995, 68 (01) : 29 - 51
  • [3] Nonparametric instrumental-variable estimation
    Chetverikov, Denis
    Kim, Dongwoo
    Wilhelm, Daniel
    STATA JOURNAL, 2018, 18 (04): : 937 - 950
  • [4] Estimation of a stratified error-components model
    Phillips, RF
    INTERNATIONAL ECONOMIC REVIEW, 2003, 44 (02) : 501 - 521
  • [5] ESTIMATION OF THE ERROR-COMPONENTS MODEL WITH INCOMPLETE PANELS
    WANSBEEK, T
    KAPTEYN, A
    JOURNAL OF ECONOMETRICS, 1989, 41 (03) : 341 - 361
  • [6] Censored quantile instrumental-variable estimation with Stata
    Chernozhukov, Victor
    Fernandez-Val, Ivan
    Han, Sukjin
    Kowalski, Amanda
    STATA JOURNAL, 2019, 19 (04): : 768 - 781
  • [7] INSTRUMENTAL-VARIABLE CALIBRATION ESTIMATION IN SURVEY SAMPLING
    Park, Seunghwan
    Kim, Jae Kwang
    STATISTICA SINICA, 2014, 24 (02) : 1001 - 1015
  • [8] An adjusted instrumental-variable model for Mendelian randomization
    Palmer, T. M.
    Burton, P. R.
    Thompson, J. R.
    Tobin, M. D.
    GENETIC EPIDEMIOLOGY, 2007, 31 (06) : 641 - 641
  • [9] TRANSFORMING THE ERROR-COMPONENTS MODEL FOR ESTIMATION WITH GENERAL ARMA DISTURBANCES
    GALBRAITH, JW
    ZINDEWALSH, V
    JOURNAL OF ECONOMETRICS, 1995, 66 (1-2) : 349 - 355
  • [10] Symmetrically normalized instrumental-variable estimation using panel data
    Alonso-Borrego, C
    Arellano, M
    JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 1999, 17 (01) : 36 - 49