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Jackknife Instrumental Variables Estimation

โœ Scribed by J. D. Angrist, G. W. Imbens and A. B. Krueger

Book ID
123709624
Publisher
John Wiley and Sons
Year
1999
Tongue
English
Weight
344 KB
Volume
14
Category
Article
ISSN
0883-7252

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Jackknife instrumental variables estimat
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Two-stage-least-squares (2SLS) estimates are biased towards the probability limit of OLS estimates. This bias grows with the degree of over-identiยฎcation and can generate highly misleading results. In this paper we propose two simple alternatives to 2SLS and limited-information-maximum-likelihood (L

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## Abstract I replicate most of the results in Angrist, Imbens, and Krueger (__Journal of Applied Econometrics__ 1999; 14: 57โ€“67), point to a possible error in and reโ€estimate Model 3, and analyze some simple extensions. The programming code, data, and results are available at http://sites.google.c