Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 155 for “"instrumental variables"”.
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Towards More Accurate Causal Inference with Instrumental Variables and Mendelian Randomisation Analyses
Instrumental variable (IV) approach is a commonly used statistical approach to make causal inference in the presence of unmeasured confounding, and the use of genetic variants as instrumental variables in epidemiological studies is known as Mendelian Randomisation (MR). The conventional modelling …
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Non-parametric estimation methods for instrumental variables and sample selection : theory and applications
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 1998.
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Statistical issues in Mendelian randomization: use of genetic instrumental variables for assessing causal associations
… genetic variant satisfying the assumptions of an instrumental variable for the phenotype of interest can be used to divide a population into subgroups which differ systematically only in the phenotype. This gives a causal estimate which is asymptotically free of bias from confounding and reverse …
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Essays on Quantile Regression for Dynamic Panel Data Models
… of the dynamic panel data quantile regression instrumental variables estimator. The penalty involves l1 shrinkage of the fixed effects. We discuss a tuning parameter selector based on the Schwartz information criterion, and propose a bootstrap resampling procedure for constructing confidence …
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Messy Measurement: Approaches to Causal Inference With Unobserved Variables
… new methods for causal inference with bundled variables. A bundled variable is one that, rather than being observed directly, is instead represented as a collection of proxies present in the dataset. The only existent approach to causal inference in this setting is to dimension reduce the …
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Essays on medical care using Semiparametric and structural econometrics
… who do not. I use a new censored quantile instrumental variables (CQIV) estimator, which allows me to examine variations in price responsiveness across the skewed distribution of medical expenditure. The CQIV estimator does not require any parametric assumptions to account for individuals …
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Two essays on stress and obesity: household and regional perspectives
… households. In addition, the study employs instrumental variables including county SNAP participation rates and county median income to control for selection into SNAP. Using data from the Survey of Household Finances and Childhood Obesity this study finds that SNAP participation is …
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Essays on Social Capital and Peer Effects
… composition by employing a novel set of instrumental variables for the number of same-gender and opposite-gender friends. We find that having more friends, especially in the early accumulation stage, lowers the test scores. We also explore the mechanisms. In Chapter 3, I investigate the …
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Understanding consumer demand in customised pricing environments
… bias is corrected by the inclusion of instrumental variables in the model; these are variables which are correlated with price and independent of demand, and allow us to separate the direct and indirect effects of price on demand. Whilst instrumental variable estimation has been well …
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The trade balancing act : reconciling domestic and foreign politics.
… trading partners, a result shown through OLS and instrumental variables regressions.
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Military spending, economic growth and endogeneity a panel analysis 1988-2010
… Following the stratification process, a set of instrumental variables are taken for military spending. Using 2SLS and a dynamic Generalized Method of Moments (GMM) method, the sample is regressed to identify for military expenditure.
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The incidence of U.S. agricultural subsidies on farmland rental rates
… the endogeneity problem with fixed effects and instrumental variables techniques. I show that non-farmer landlords capture forty percent of the marginal subsidy dollar per acre. This finding is in sharp contrast to the basic assumptions in the literature that suggest full incidence on the …
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Trade, migration, poverty and inequality: A global perspective
… trade and migration. The study uses a novel instrumental variables strategy, utilising World Trade Organisation (WTO) affiliation and average tariff rates as instruments within a gravity model framework, to overcome endogeneity in the regression model. The results suggest that trade is a …
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Data-driven pricing and inventory management with applications in fashion retail
… price shock" (RPS) algorithm that combines instrumental variables, well known in econometrics, with online learning, in order to simultaneously estimate demand and optimize revenue.
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Asset pricing in UK
… models, i. e., conditioned on a set of instrumental variables, models the dynamic behaviour of portfolio returns using a Conditional Asset Pricing Model and examine the behaviour of macroeconomic risk premiums over time. We provide practical tests of Conditional Asset Pricing Models and …
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Essays on the functioning of housing and labor markets
… the endogeneity of prices, I employ a nonlinear instrumental-variables approach that instruments for house price changes with long-run regional variation in house-price cyclicality. Control function results confirm that the relationship between price declines and defaults is causal and explains …
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Topics In Statistical Inference For Treatment Effects
… an approach to sensitivity analysis for the instrumental variable(IV) method, which examines the sensitivity of inferences to violations of IV validity. Our approach is based on extending the Anderson-Rubin test and is robust to weak IVs. The second paper presents a unified \proglang{R} …
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Using panel data to estimate the returns to schooling in South Africa
… This paper therefore uses a Generalized Instrumental Variables method that was developed by Hausman and Taylor (1981) to estimate returns to schooling under a panel data context. This approach both controls for endogeneity bias and allows the identification of time-constant regressors, in …
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Estimating peer effects in networked panel data
… the network topology of application users in an instrumental variables setup to estimate usage peer effects, comparing the performance of a variety of regression models. We find analyses of this type may be especially useful for ruling out endogenous peer effects as a driver of behavior. Omitted …
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Factors Affecting the Thai Natural Rubber Market Equilibrium: Demand and Supply Response Analysis Using Two-Stage Least Squares Approach
… time series annual data from 1977-2012. The instrumental variables estimation by two-stage least squares was used to solve and analyze the demand and supply of rubber. Results were statistically significant at 0.01 level, which showed that the U.S. GDP per capita, the estimated price, …
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