We show the FAR test does not overreject the null hypothesis when we use half of the sample without replacement as the block size from the original sample. As a novel scheme, we treat the block size as a random variable and prove that this choice recovers the limit of the Anderson-Rubin...
We show the FAR test does not overreject the null hypothesis when we use half of the sample without replacement as the block size from the original sample. As a novel scheme, we treat the block size as a random variable and prove that this choice recovers the limit of the Anderson-Rubin...
M Huber,G Mellace - 《University of St Gallen Department of Economics Working Paper》 被引量: 19发表: 2010年 Inference Based on Conditional Moment Inequalities In this paper, we propose an instrumental variable approach to constructing confidence sets (CS's) for the true parameter in models def...
In this paper we derive the asymptotic properties of GMM estimators for the spatial dynamic panel data model with fixed effects when n is large, and T can ... LF Lee,J Yu - 《Journal of Econometrics》 被引量: 123发表: 2014年 Instrumental variable estimation of a spatial dynamic panel mod...
> > > To your concern about "economic persuasion": one would use instrumental variables if OLS is expected to yield biased results -- that is, if E[X'u] ~= 0. Of course, this moment condition is not testable: you must use economic theory and/or intuition ("persuasion") to argue ...
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Geyer and Markou (1995) explicitly associated face validity with the dependent variable, or behavioral “symptom” being measured in the animal model. While Willner acknowledged the weaknesses of using phenomenologic similarities between the animal model and the disorder as criteria for validation, Geyer...
To address the bias caused by selective recognition or acknowledgment of pregnancy, we used the longitudinal feature of the data to determine actual pregnancy status at the time of interviews, which, in turn, was used as an instrumental variable for the retrospective (versus prospective) reporting ...
Network analytical metrics often seek to capture the structural dimension of social capital, but such data collections using traditional social research to
The Family Health Climate Scale focuses on the typical aspects of the family environment (e.g., communication, time together, encouragement, and connectedness) and represents emotional, cognitive, and instrumental aspects of the family environment. According to the specificity of different health behavio...