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Instrumental Variables Regressions with Honestly Uncertain Exclusion Restrictions

The validity of instrumental variables (IV) regression models depends crucially on fundamentally untestable exclusion restrictions. Typically exclusion restrictions are assumed to hold exactly in the relevant population, yet in many empirical appli...

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Bibliographic Details
Main Author: Kraay, Aart
Language:English
Published: World Bank, Washington, DC 2012
Subjects:
ABSOLUTE VALUE
BAYESIAN ANALYSIS
BENCHMARK
BILATERAL TRADE
CAUSATION
CONFIDENCE INTERVALS
CONSUMERS
CONTROL VARIABLES
CORRELATIONS
COUNTRY DUMMIES
COVARIANCE
DEGREES OF FREEDOM
DEPENDENT VARIABLE
DISTRIBUTIONAL ASSUMPTIONS
DUMMY VARIABLE
ECONOMETRIC THEORY
ECONOMIC ACTIVITY
ECONOMIC DEVELOPMENT
ECONOMIC GROWTH
ENDOGENOUS VARIABLE
ENDOGENOUS VARIABLES
EQUATIONS
ERROR
ERROR TERM
ERROR TERMS
EXCLUSION
EXPERIMENTAL DATA
FINANCIAL DEVELOPMENT
FINANCIAL SERVICES
FITTED VALUES
GAMMA DISTRIBUTION
GDP
GDP PER CAPITA
GROWTH RATE
GROWTH RATES
HUMAN CAPITAL
INFLATION
INSTRUMENTAL VARIABLE
INSTRUMENTAL VARIABLES
INSTRUMENTAL VARIABLES ESTIMATOR
INSTRUMENTAL VARIABLES REGRESSION
INTERNATIONAL BANK
LIKELIHOOD FUNCTION
LINEAR FUNCTION
LINEAR REGRESSION
LINEAR REGRESSION MODEL
MACROECONOMICS
MATRIX
MORTALITY
NORMAL DISTRIBUTION
0 HYPOTHESIS
PER CAPITA INCOMES
PRECISION
PROBABILITY
PROBABILITY DISTRIBUTION
PROPERTY RIGHTS
RANDOM VARIABLE
RANDOM VARIABLES
REGRESSION MODEL
ROBUSTNESS CHECKS
SAMPLE MEAN
SAMPLE SIZE
SENSITIVITY ANALYSIS
SLOPE COEFFICIENT
SLOPE COEFFICIENTS
STANDARD DEVIATION
STANDARD ERRORS
STRUCTURAL PARAMETERS
TEST STATISTICS
TRADE EQUATION
TRADE OPENNESS
TRADE POLICY
TRADE SHARE
UNCERTAINTY
UNKNOWN PARAMETER
VALIDITY
VARIABLE ESTIMATION
VARIANCE-COVARIANCE MATRIX
Online Access:http://documents.worldbank.org/curated/en/2008/05/9473668/instrumental-variables-regressions-honestly-uncertain-exclusion-restrictions
http://hdl.handle.net/10986/6693

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