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dc.contributor.authorNevo, Aviven
dc.contributor.authorRosen, Adamen
dc.date.accessioned2012-10-16T13:17:53Z-
dc.date.available2012-10-16T13:17:53Z-
dc.date.issued2008-
dc.identifier.pidoi:10.1920/wp.cem.2008.1608en
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
dc.language.isoengen
dc.publisher|aCentre for Microdata Methods and Practice (cemmap) |cLondonen
dc.relation.ispartofseries|acemmap working paper |xCWP16/08en
dc.subject.ddc330en
dc.subject.stwÖkonometrieen
dc.subject.stwKorrelationen
dc.subject.stwFehlerkorrekturmodellen
dc.titleIdentification with imperfect instruments-
dc.typeWorking Paperen
dc.identifier.ppn574283404en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:ifs:cemmap:16/08en

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