On the equivalence of instrumental variables estimators for linear models

C-Tier
Journal: Economics Letters
Year: 2015
Volume: 134
Issue: C
Pages: 13-15

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This note shows the equivalence of different instrumental variables estimators to solve the endogeneity problem in linear models when valid instruments are available. We demonstrate that the exclusion restriction estimator proposed by Chernozhukov and Hansen (2006) is equivalent to the two-stage least squares and the control function estimators for linear models.

Technical Details

RePEc Handle
repec:eee:ecolet:v:134:y:2015:i:c:p:13-15
Journal Field
General
Author Count
2
Added to Database
2026-01-25