کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5060649 1371808 2012 4 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Instrumental variables estimation with partially missing instruments
موضوعات مرتبط
علوم انسانی و اجتماعی اقتصاد، اقتصادسنجی و امور مالی اقتصاد و اقتصادسنجی
پیش نمایش صفحه اول مقاله
Instrumental variables estimation with partially missing instruments
چکیده انگلیسی

This paper shows that instrumental variables estimators currently in use, require strong but neglected auxiliary assumptions to be consistent in situations with partially missing instruments. We introduce an alternative instrumental variables estimator that does not require auxiliary assumptions.

► This paper examines IV estimation with partially missing instruments. ► One application is in the literature on the relationship between family size and child outcomes. ► We characterize the inconsistency in IV estimation when the instrument is missing non-randomly. ► We show that standard IV estimators require strong auxiliary assumptions to be consistent. ► We introduce an alternative IV estimator that is robust to non-randomly missing instruments.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Economics Letters - Volume 114, Issue 2, February 2012, Pages 186-189
نویسندگان
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