On the equivalence of instrumental variables estimators for linear models
- Autores
- Galvao, Antonio; Montes Rojas, Gabriel Victorio
- Año de publicación
- 2015
- Idioma
- inglés
- Tipo de recurso
- artículo
- Estado
- versión publicada
- Descripción
- This note shows the equivalence of different instrumental variables estimators to solve the endogeneity problem in linear models when valid instruments are available. We demonstrate that the exclusion restriction estimator proposed by Chernozhukov and Hansen (2006) is equivalent to the two-stage least squares and the control function estimators for linear models.
Fil: Galvao, Antonio. University of Iowa; Estados Unidos
Fil: Montes Rojas, Gabriel Victorio. Universidad de San Andrés; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina - Materia
-
Instrumental Variables
Control Function
Endogeneity - Nivel de accesibilidad
- acceso abierto
- Condiciones de uso
- https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
- Repositorio
- Institución
- Consejo Nacional de Investigaciones Científicas y Técnicas
- OAI Identificador
- oai:ri.conicet.gov.ar:11336/41860
Ver los metadatos del registro completo
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On the equivalence of instrumental variables estimators for linear modelsGalvao, AntonioMontes Rojas, Gabriel VictorioInstrumental VariablesControl FunctionEndogeneityhttps://purl.org/becyt/ford/5.2https://purl.org/becyt/ford/5This note shows the equivalence of different instrumental variables estimators to solve the endogeneity problem in linear models when valid instruments are available. We demonstrate that the exclusion restriction estimator proposed by Chernozhukov and Hansen (2006) is equivalent to the two-stage least squares and the control function estimators for linear models.Fil: Galvao, Antonio. University of Iowa; Estados UnidosFil: Montes Rojas, Gabriel Victorio. Universidad de San Andrés; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; ArgentinaElsevier2015-09info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/41860Galvao, Antonio; Montes Rojas, Gabriel Victorio; On the equivalence of instrumental variables estimators for linear models; Elsevier; Economics Letters; 134; 9-2015; 13-150165-1765CONICET DigitalCONICETenginfo:eu-repo/semantics/altIdentifier/url/https://www.sciencedirect.com/science/article/pii/S0165176515002414info:eu-repo/semantics/altIdentifier/doi/10.1016/j.econlet.2015.06.001info:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-09-29T09:55:33Zoai:ri.conicet.gov.ar:11336/41860instacron:CONICETInstitucionalhttp://ri.conicet.gov.ar/Organismo científico-tecnológicoNo correspondehttp://ri.conicet.gov.ar/oai/requestdasensio@conicet.gov.ar; lcarlino@conicet.gov.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:34982025-09-29 09:55:33.535CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse |
dc.title.none.fl_str_mv |
On the equivalence of instrumental variables estimators for linear models |
title |
On the equivalence of instrumental variables estimators for linear models |
spellingShingle |
On the equivalence of instrumental variables estimators for linear models Galvao, Antonio Instrumental Variables Control Function Endogeneity |
title_short |
On the equivalence of instrumental variables estimators for linear models |
title_full |
On the equivalence of instrumental variables estimators for linear models |
title_fullStr |
On the equivalence of instrumental variables estimators for linear models |
title_full_unstemmed |
On the equivalence of instrumental variables estimators for linear models |
title_sort |
On the equivalence of instrumental variables estimators for linear models |
dc.creator.none.fl_str_mv |
Galvao, Antonio Montes Rojas, Gabriel Victorio |
author |
Galvao, Antonio |
author_facet |
Galvao, Antonio Montes Rojas, Gabriel Victorio |
author_role |
author |
author2 |
Montes Rojas, Gabriel Victorio |
author2_role |
author |
dc.subject.none.fl_str_mv |
Instrumental Variables Control Function Endogeneity |
topic |
Instrumental Variables Control Function Endogeneity |
purl_subject.fl_str_mv |
https://purl.org/becyt/ford/5.2 https://purl.org/becyt/ford/5 |
dc.description.none.fl_txt_mv |
This note shows the equivalence of different instrumental variables estimators to solve the endogeneity problem in linear models when valid instruments are available. We demonstrate that the exclusion restriction estimator proposed by Chernozhukov and Hansen (2006) is equivalent to the two-stage least squares and the control function estimators for linear models. Fil: Galvao, Antonio. University of Iowa; Estados Unidos Fil: Montes Rojas, Gabriel Victorio. Universidad de San Andrés; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina |
description |
This note shows the equivalence of different instrumental variables estimators to solve the endogeneity problem in linear models when valid instruments are available. We demonstrate that the exclusion restriction estimator proposed by Chernozhukov and Hansen (2006) is equivalent to the two-stage least squares and the control function estimators for linear models. |
publishDate |
2015 |
dc.date.none.fl_str_mv |
2015-09 |
dc.type.none.fl_str_mv |
info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion http://purl.org/coar/resource_type/c_6501 info:ar-repo/semantics/articulo |
format |
article |
status_str |
publishedVersion |
dc.identifier.none.fl_str_mv |
http://hdl.handle.net/11336/41860 Galvao, Antonio; Montes Rojas, Gabriel Victorio; On the equivalence of instrumental variables estimators for linear models; Elsevier; Economics Letters; 134; 9-2015; 13-15 0165-1765 CONICET Digital CONICET |
url |
http://hdl.handle.net/11336/41860 |
identifier_str_mv |
Galvao, Antonio; Montes Rojas, Gabriel Victorio; On the equivalence of instrumental variables estimators for linear models; Elsevier; Economics Letters; 134; 9-2015; 13-15 0165-1765 CONICET Digital CONICET |
dc.language.none.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
info:eu-repo/semantics/altIdentifier/url/https://www.sciencedirect.com/science/article/pii/S0165176515002414 info:eu-repo/semantics/altIdentifier/doi/10.1016/j.econlet.2015.06.001 |
dc.rights.none.fl_str_mv |
info:eu-repo/semantics/openAccess https://creativecommons.org/licenses/by-nc-sa/2.5/ar/ |
eu_rights_str_mv |
openAccess |
rights_invalid_str_mv |
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/ |
dc.format.none.fl_str_mv |
application/pdf application/pdf application/pdf |
dc.publisher.none.fl_str_mv |
Elsevier |
publisher.none.fl_str_mv |
Elsevier |
dc.source.none.fl_str_mv |
reponame:CONICET Digital (CONICET) instname:Consejo Nacional de Investigaciones Científicas y Técnicas |
reponame_str |
CONICET Digital (CONICET) |
collection |
CONICET Digital (CONICET) |
instname_str |
Consejo Nacional de Investigaciones Científicas y Técnicas |
repository.name.fl_str_mv |
CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicas |
repository.mail.fl_str_mv |
dasensio@conicet.gov.ar; lcarlino@conicet.gov.ar |
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1844613674143055872 |
score |
13.070432 |