Related papers: ACE Bounds; SEMs with Equilibrium Conditions
Rejoinder of "Instrumental Variables: An Econometrician's Perspective" by Guido W. Imbens [arXiv:1410.0163].
Discussion of "Instrumental Variables: An Econometrician's Perspective" by Guido W. Imbens [arXiv:1410.0163].
Discussion of "Instrumental Variables: An Econometrician's Perspective" by Guido W. Imbens [arXiv:1410.0163].
In this note we give proofs for results relating to the Instrumental Variable (IV) model with binary response $Y$ and binary treatment $X$, but with an instrument $Z$ with $K$ states. These results were originally stated in Richardson &…
I review recent work in the statistics literature on instrumental variables methods from an econometrics perspective. I discuss some of the older, economic, applications including supply and demand models and relate them to the recent…
Instrumental variables have proven useful, in particular within the social sciences and economics, for making inference about the causal effect of a random variable, B, on another random variable, C, in the presence of unobserved…
In the 1990s, Joshua Angrist and Guido Imbens studied the causal interpretation of Instrumental Variable estimates (a widespread methodology in economics) through the lens of potential outcomes (a classical framework to formalize causality…
This is partly a survey article for Constructive Approximation's Special Issue on Approximation and Statistical Physics. It reviews results of B. Shiffman-S.Zelditch, R. Berman. S. Boucksom, D. Witt-Nystrom, T. Bloom, O. Zeitouni and others…
A note on "Bayesian nonparametric estimators derived from conditional Gibbs structures" by Antonio Lijoi, Igor Pr\"{u}nster, Stephen G. Walker [arXiv:0808.2863].
Several dynamical systems in fields such as engineering, chemistry, biology, and physics show impulsive behavior by reason of unexpected changes at specific times. These behaviors are described by differential systems under impulse effects.…
Equilibrium measures in the real axis in the presence of rational external fields are considered. These external fields are called rational since their derivatives are rational functions. We analyze the evolution of the equilibrium measure,…
The questions of justification of the Gibbs canonical distribution for systems with elastic impacts are discussed. A special attention is paid to the description of probability measures with densities depending on the system energy.
We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with…
The Annals of Applied Probability (2002) 12 1114-1137
Observables and instruments have played significant roles in recent studies on the foundations of quantum mechanics. Sequential products of effects and conditioned observables have also been introduced. After an introduction in Section~1,…
We explore some properties of the conditional distribution of an i.i.d. sample under large exceedances of its sum. Thresholds for the asymptotic independance of the summands are observed, in contrast with the classical case when the…
Structural equation models (SEMs) are commonly used to study the structural relationship between observed variables and latent constructs. Recently, Bayesian fitting procedures for SEMs have received more attention thanks to their potential…
Several techniques for deriving semianalytical bounds on the energy eigenvalues of the spinless Salpeter equation and for estimating the quality of the corresponding approximate eigenstates are reviewed.
We develop a method to perform model averaging in two-stage linear regression systems subject to endogeneity. Our method extends an existing Gibbs sampler for instrumental variables to incorporate a component of model uncertainty. Direct…
Structural-equations models (SEMs) are perhaps the most commonly used framework for modeling causality. However, as we show, naively extending this framework to infinitely many variables, which is necessary, for example, to model dynamical…