𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A COMMENT ON THE CASE AGAINST LOW PROTECTION

✍ Scribed by BRIAN R. OPESKIN


Book ID
114934691
Publisher
Economic Society of Australia
Year
1983
Tongue
English
Weight
162 KB
Volume
2
Category
Article
ISSN
0812-0439

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


THE CASE AGAINST LOW PROTECTION
✍ J.N. BARBER πŸ“‚ Article πŸ“… 1982 πŸ› Economic Society of Australia 🌐 English βš– 271 KB
Comment on β€˜The case against JIVE’
✍ Daniel A. Ackerberg; Paul J. Devereux πŸ“‚ Article πŸ“… 2006 πŸ› John Wiley and Sons 🌐 English βš– 70 KB

While Davidson and MacKinnon (2006) (DM) present an interesting analysis of recently advocated estimators for overidentified instrumental variables models, we disagree with their conclusion that the LIML estimator should almost always be prefered to the JIVE estimators of Phillips and Hale (1977) (P

The case against JIVE: a comment
✍ SΓΆren Blomquist; Matz Dahlberg πŸ“‚ Article πŸ“… 2006 πŸ› John Wiley and Sons 🌐 English βš– 37 KB

In a 1999 issue of the Journal of Applied Econometrics, two papers appeared examining the small sample properties of LIML and some jackknife IV estimators (JIVE). These two papers come to somewhat different conclusions regarding the appropriateness of using the jackknife IV estimators in applied wor