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Linganisha mbinu

Pitia mbinu ulizochagua bega kwa bega; safu zinazotofautiana zinaangaziwa.

Utekelezaji Imara wa Vigezo vya Ala×Vigezo Husika vya Data ya Paneli (Panel IV / 2SLS)×
NyanjaUhitimisho wa KisababishiUhitimisho wa Kisababishi
FamiliaRegression modelRegression model
Mwaka wa asili1949–20191978-1991
MwanzilishiAnderson & Rubin (1949); Stock, Wright & Yogo (2002); Andrews, Stock & Sun (2019)Hausman (1978); Anderson & Hsiao (1982); Arellano & Bond (1991)
AinaCausal inference / robust estimationCausal inference / panel regression
Chanzo asiliaStock, J. H., Wright, J. H., & Yogo, M. (2002). A survey of weak instruments and weak identification in generalized method of moments. Journal of Business and Economic Statistics, 20(4), 518-529. DOI ↗Arellano, M., & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies, 58(2), 277-297. DOI ↗
Majina mbadalaRobust IV, Weak-instrument-robust IV, Robust 2SLS, Weak-instrument-robust inferencePanel IV, Panel 2SLS, Within-IV, Fixed-Effects IV
Zinazohusiana44
MuhtasariRobust Instrumental Variables estimation extends standard IV and two-stage least squares (2SLS) by guarding against weak-instrument bias and non-standard inference. Methods such as the Anderson-Rubin test, Limited Information Maximum Likelihood (LIML), and the Conditional Likelihood Ratio test provide valid confidence sets and hypothesis tests even when instruments are weak or only partially identified, making IV inference reliable in settings where standard 2SLS breaks down.Panel data instrumental variables combines the bias-correcting power of instrumental variables (IV) with the within-unit variation exploited by panel data methods. It addresses endogeneity — omitted variables, reverse causation, or measurement error — in longitudinal settings where observations are repeated across units and time. Seminal contributions come from Hausman (1978) on specification testing and Arellano and Bond (1991) on GMM-based panel IV.
ScholarGateSeti ya data
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  2. 2 Vyanzo
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  1. v1
  2. 2 Vyanzo
  3. PUBLISHED

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ScholarGateLinganisha mbinu: Robust Instrumental Variables · Panel Data Instrumental Variables. Imepatikana 2026-06-18 kutoka https://scholargate.app/sw/compare