Bounding the effects of proxy variables on instrumental-variables coefficients

DOI10.1016/0304-4076(87)90026-1zbMath0638.62112OpenAlexW1974750153MaRDI QIDQ1099570

William S. Krasker, John W. Pratt

Publication date: 1987

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(87)90026-1

zbMATH Keywords

instrumental variableexact solutionslower boundsendogenous explanatory variableInstrumental-variables modelssmallest correlation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear inference, regression (62J99)

Related Items (1)

Bounding parameters in a linear regression model with a mismeasured regressor using additional information

Cites Work

• Consistent Sets of Estimates for Regressions with Errors in All Variables
• Bounding the Effects of Proxy Variables on Regression Coefficients
• Constraints Often Overlooked in Analyses of Simultaneous Equation Models

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