超越看似外源的

IF 2.9 4区经济学 Q1 ECONOMICS

Econometrics Journal Pub Date : 2018-05-04 DOI:10.1111/ectj.12113

Hans van Kippersluis, Cornelius A. Rietveld

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引用次数: 62

摘要

我们综合了文献中关于工具变量（IV）估计的两个最新进展，这两个进展检验并放宽了排除限制。我们的方法首先估计静脉注射对子样本结果的直接影响，而静脉注射不会影响治疗变量。随后，这种直接效应的估计被用作Conley、Hansen和Rossi开发的看似外生的方法的输入。这两步程序为IV估计提供了一种新颖且知情的灵敏度分析。我们通过估计（a）上天主教高中对学业成绩的因果影响和（b）儿童数量对女性劳动力供应的因果影响来说明实际用途。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

Beyond plausibly exogenous

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Beyond plausibly exogenous

We synthesize two recent advances in the literature on instrumental variable (IV) estimation that test and relax the exclusion restriction. Our approach first estimates the direct effect of the IV on the outcome in a subsample for which the IV does not affect the treatment variable. Subsequently, this estimate for the direct effect is used as input for the plausibly exogenous method developed by Conley, Hansen and Rossi. This two-step procedure provides a novel and informed sensitivity analysis for IV estimation. We illustrate the practical use by estimating the causal effect of (a) attending Catholic high school on schooling outcomes and (b) the number of children on female labour supply.

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来源期刊

Econometrics Journal 管理科学-数学跨学科应用

CiteScore

4.20

自引率

5.30%

发文量

审稿时长

>12 weeks

期刊介绍： The Econometrics Journal was established in 1998 by the Royal Economic Society with the aim of creating a top international field journal for the publication of econometric research with a standard of intellectual rigour and academic standing similar to those of the pre-existing top field journals in econometrics. The Econometrics Journal is committed to publishing first-class papers in macro-, micro- and financial econometrics. It is a general journal for econometric research open to all areas of econometrics, whether applied, computational, methodological or theoretical contributions.