A comparative study of three data-based methods of instrument selection

C-Tier
Journal: Economics Letters
Year: 2009
Volume: 105
Issue: 3
Pages: 280-283

Authors (3)

Eryuruk, Gunce (not in RePEc) Hall, Alastair R. (University of Manchester) Jana, Kalidas (not in RePEc)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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

Abstract

We assess relative performance of three recently proposed instrument selection methods via a Monte Carlo study that investigates the finite sample behavior of the post-selection estimator of a simple linear IV model. Our results suggest that no one method dominates.

Technical Details

RePEc Handle
repec:eee:ecolet:v:105:y:2009:i:3:p:280-283
Journal Field
General
Author Count
3
Added to Database
2026-01-25