Jackknife instrumental variables estimation: replication and extension of angrist,imbens and krueger (1999) |
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| Authors: | Anton Nakov |
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| Affiliation: | División de Investigación, Banco de Espa?a, Madrid, Spain |
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| Abstract: | I replicate most of the results in Angrist, Imbens, and Krueger (Journal of Applied Econometrics 1999; 14: 57–67), point to a possible error in and re‐estimate Model 3, and analyze some simple extensions. The programming code, data, and results are available at http://sites.google.com/site/antonnakov/software . Copyright © 2010 John Wiley & Sons, Ltd. |
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