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dc.contributor.authorNevo, Aviven_US
dc.contributor.authorRosen, Adamen_US
dc.date.accessioned2012-10-16T13:17:53Z-
dc.date.available2012-10-16T13:17:53Z-
dc.date.issued2008en_US
dc.identifier.pidoi:10.1920/wp.cem.2008.1608en_US
dc.identifier.urihttp://hdl.handle.net/10419/64705-
dc.description.abstractDealing with endogenous regressors is a central challenge of applied research. The standard solution is to use instrumental variables that are assumed to be uncorrelated with unobservables. We instead assume (i) the correlation between the instrument and the error term has the same sign as the correlation between the endogenous regressor and the error term, and (ii) that the instrument is less correlated with the error term than is the endogenous regressor. Using these assumptions, we derive analytic bounds for the parameters. We demonstrate the method in two applications.en_US
dc.language.isoengen_US
dc.publisherCentre for Microdata Methods and Practice (cemmap) Londonen_US
dc.relation.ispartofseriescemmap working paper CWP16/08en_US
dc.subject.ddc330en_US
dc.subject.stw├ľkonometrieen_US
dc.subject.stwKorrelationen_US
dc.subject.stwFehlerkorrekturmodellen_US
dc.titleIdentification with imperfect instrumentsen_US
dc.typeWorking Paperen_US
dc.identifier.ppn574283404en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US
Appears in Collections:cemmap working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (IFS)

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