Instrumental variables estimation with partially missing instruments

M. Mogstad; M. Wiswall

doi:10.1016/j.econlet.2011.10.013

Instrumental variables estimation with partially missing instruments

M. Mogstad, M. Wiswall

Arizona State University

Research output: Contribution to journal › Article › peer-review

14 Scopus citations

Abstract

This paper shows that instrumental variables estimators currently in use, require strong but neglected auxiliary assumptions to be consistent in situations with partially missing instruments. We introduce an alternative instrumental variables estimator that does not require auxiliary assumptions.

Original language	English (US)
Pages (from-to)	186-189
Number of pages	4
Journal	Economics Letters
Volume	114
Issue number	2
DOIs	https://doi.org/10.1016/j.econlet.2011.10.013
State	Published - Feb 2012

Keywords

Family size and child development
Instrumental variables
Partially missing instruments

ASJC Scopus subject areas

Finance
Economics and Econometrics

Access to Document

10.1016/j.econlet.2011.10.013

Cite this

@article{f27b00d20e4a4c01aba4c2fd078d3f4f,

title = "Instrumental variables estimation with partially missing instruments",

abstract = "This paper shows that instrumental variables estimators currently in use, require strong but neglected auxiliary assumptions to be consistent in situations with partially missing instruments. We introduce an alternative instrumental variables estimator that does not require auxiliary assumptions.",

keywords = "Family size and child development, Instrumental variables, Partially missing instruments",

author = "M. Mogstad and M. Wiswall",

note = "Funding Information: Thanks to Rolf Aaberge, Erik Bi{\o}rn, Stephane Bonhomme, Christian Brinch, Bryan Graham, Konrad Menzel, and an anonymous referee for helpful comments. The Norwegian Research Council has provided financial support for this project. ",

year = "2012",

month = feb,

doi = "10.1016/j.econlet.2011.10.013",

language = "English (US)",

volume = "114",

pages = "186--189",

journal = "Economics Letters",

issn = "0165-1765",

publisher = "Elsevier",

number = "2",

}

TY - JOUR

T1 - Instrumental variables estimation with partially missing instruments

AU - Mogstad, M.

AU - Wiswall, M.

N1 - Funding Information: Thanks to Rolf Aaberge, Erik Biørn, Stephane Bonhomme, Christian Brinch, Bryan Graham, Konrad Menzel, and an anonymous referee for helpful comments. The Norwegian Research Council has provided financial support for this project.

PY - 2012/2

Y1 - 2012/2

N2 - This paper shows that instrumental variables estimators currently in use, require strong but neglected auxiliary assumptions to be consistent in situations with partially missing instruments. We introduce an alternative instrumental variables estimator that does not require auxiliary assumptions.

AB - This paper shows that instrumental variables estimators currently in use, require strong but neglected auxiliary assumptions to be consistent in situations with partially missing instruments. We introduce an alternative instrumental variables estimator that does not require auxiliary assumptions.

KW - Family size and child development

KW - Instrumental variables

KW - Partially missing instruments

UR - http://www.scopus.com/inward/record.url?scp=80855139380&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=80855139380&partnerID=8YFLogxK

U2 - 10.1016/j.econlet.2011.10.013

DO - 10.1016/j.econlet.2011.10.013

M3 - Article

AN - SCOPUS:80855139380

SN - 0165-1765

VL - 114

SP - 186

EP - 189

JO - Economics Letters

JF - Economics Letters

IS - 2

ER -

Instrumental variables estimation with partially missing instruments

Abstract

Keywords

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this