Matches in SemOpenAlex for { <https://semopenalex.org/work/W3124824383> ?p ?o ?g. }
Showing items 1 to 65 of
65
with 100 items per page.
- W3124824383 abstract "In this paper we consider the asymptotic properties of the Instrumental Variables (IV) estimator of the parameters in a linear regression model with some random regressors, and other regressors that are dummy variables. The latter have the special property that the number of non-zero values is fixed, and does not increase with the sample size. We prove that the IV estimator of the coefficient vector for the dummy variables is inconsistent, while that for the other regressors is weakly consistent under standard assumptions. However, the usual estimator for the asymptotic covariance matrix of the I.V. estimator for all of the coefficients retains its usual consistency. The t-test statistics for the dummy variable coefficients are still asymptotically standard normal, despite the inconsistency of the associated IV coefficient estimator. These results extend the earlier results of Hendry and Santos (2005), which relate to a fixed-regressor model, in which the dummy variables are non-zero for just a single observation, and OLS estimation is used." @default.
- W3124824383 created "2021-02-01" @default.
- W3124824383 creator A5060334504 @default.
- W3124824383 date "2011-05-04" @default.
- W3124824383 modified "2023-09-27" @default.
- W3124824383 title "On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables" @default.
- W3124824383 hasPublicationYear "2011" @default.
- W3124824383 type Work @default.
- W3124824383 sameAs 3124824383 @default.
- W3124824383 citedByCount "0" @default.
- W3124824383 crossrefType "posted-content" @default.
- W3124824383 hasAuthorship W3124824383A5060334504 @default.
- W3124824383 hasConcept C105795698 @default.
- W3124824383 hasConcept C149782125 @default.
- W3124824383 hasConcept C162144332 @default.
- W3124824383 hasConcept C164172150 @default.
- W3124824383 hasConcept C165646398 @default.
- W3124824383 hasConcept C178650346 @default.
- W3124824383 hasConcept C185429906 @default.
- W3124824383 hasConcept C2524010 @default.
- W3124824383 hasConcept C27574286 @default.
- W3124824383 hasConcept C2776436953 @default.
- W3124824383 hasConcept C28826006 @default.
- W3124824383 hasConcept C33923547 @default.
- W3124824383 hasConcept C48921125 @default.
- W3124824383 hasConceptScore W3124824383C105795698 @default.
- W3124824383 hasConceptScore W3124824383C149782125 @default.
- W3124824383 hasConceptScore W3124824383C162144332 @default.
- W3124824383 hasConceptScore W3124824383C164172150 @default.
- W3124824383 hasConceptScore W3124824383C165646398 @default.
- W3124824383 hasConceptScore W3124824383C178650346 @default.
- W3124824383 hasConceptScore W3124824383C185429906 @default.
- W3124824383 hasConceptScore W3124824383C2524010 @default.
- W3124824383 hasConceptScore W3124824383C27574286 @default.
- W3124824383 hasConceptScore W3124824383C2776436953 @default.
- W3124824383 hasConceptScore W3124824383C28826006 @default.
- W3124824383 hasConceptScore W3124824383C33923547 @default.
- W3124824383 hasConceptScore W3124824383C48921125 @default.
- W3124824383 hasLocation W31248243831 @default.
- W3124824383 hasOpenAccess W3124824383 @default.
- W3124824383 hasPrimaryLocation W31248243831 @default.
- W3124824383 hasRelatedWork W13188495 @default.
- W3124824383 hasRelatedWork W1579958761 @default.
- W3124824383 hasRelatedWork W1583226537 @default.
- W3124824383 hasRelatedWork W1985006633 @default.
- W3124824383 hasRelatedWork W2010871399 @default.
- W3124824383 hasRelatedWork W2065011680 @default.
- W3124824383 hasRelatedWork W2082733906 @default.
- W3124824383 hasRelatedWork W2095733640 @default.
- W3124824383 hasRelatedWork W2108640661 @default.
- W3124824383 hasRelatedWork W2113109902 @default.
- W3124824383 hasRelatedWork W2152052597 @default.
- W3124824383 hasRelatedWork W2340670507 @default.
- W3124824383 hasRelatedWork W2513262490 @default.
- W3124824383 hasRelatedWork W2514670693 @default.
- W3124824383 hasRelatedWork W2963299201 @default.
- W3124824383 hasRelatedWork W3039136770 @default.
- W3124824383 hasRelatedWork W3121573994 @default.
- W3124824383 hasRelatedWork W3123100724 @default.
- W3124824383 hasRelatedWork W3183440274 @default.
- W3124824383 hasRelatedWork W2030269849 @default.
- W3124824383 isParatext "false" @default.
- W3124824383 isRetracted "false" @default.
- W3124824383 magId "3124824383" @default.
- W3124824383 workType "article" @default.