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1. A note on testing instrument validity for the identification of LATE
| Názov | A note on testing instrument validity for the identification of LATE |
|---|---|
| Aut.údaje | Lukáš Lafférs, Giovanni Mellace |
| Autor | Lafférs Lukáš 1986- (50%) UMBFP10 - Katedra matematiky |
| Spoluautori | Mellace Giovanni (50%) |
| Zdroj.dok. | Empirical Economics. Vol. 53, no. 3 (2017), pp. 1281-1286. - Heidelberg : Physica-Verlag, 2017 |
| Kľúč.slová | štatistické metódy - statistical methods ekonometria - econometrics |
| Jazyk dok. | angličtina |
| Krajina | Nemecko |
| Systematika | 33 |
| Anotácia | In this paper, we show that the testable implications derived in Huber and Mellace (Rev Econ Stat 97:398, 2015) are the best possible to detect invalid instruments in the presence of heterogeneous treatment effects and endogeneity. We also provide formal proof of the fact that those testable implications are only necessary, but not sufficient, conditions for instrument validity |
| Kategória publikačnej činnosti | ADM |
| Číslo archívnej kópie | 40354 |
| Kategória ohlasu | FARBMACHER, Helmut - GUBER, Raphael - KLAASSEN, Sven. Instrument validity tests with causal forests. In Journal of business and economic statistics. ISSN 0735-0015, 2022, vol. 40, no. 2, pp. 605-614. |
| Katal.org. | BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici |
| Báza dát | xpca - PUBLIKAČNÁ ČINNOSŤ |
| Odkazy | PERIODIKÁ-Súborný záznam periodika |