10. Using Instrumental Variable Tests to Evaluate Model Specification in Latent Variable Structural Equation Models

Generalised instrumental variable models

The ability to allow for flexible forms of unobserved heterogeneity is an essential ingredient in modern microeconometrics. In this paper we extend the application of instrumental variable (IV) methods to a wide class of problems in which multiple values of unobservable variables can be associated with particular combinations of observed endogenous and exogenous variables. In our Generalized In...

Generalized instrumental variable models

The ability to allow for flexible forms of unobserved heterogeneity is an essential ingredient in modern microeconometrics. In this paper we extend the application of instrumental variable (IV) methods to a wide class of problems in which multiple values of unobservable variables can be associated with particular combinations of observed endogenous and exogenous variables. In our Generalized In...

Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models

This article considers the problem of assessing the distributional consequence s of a treatment on some outcome variable of interest when treatment intake is (possibly) nonrandomized , but there is a binary instrument available for the researcher. Such a scenario is common in observationa l studies and in randomized experiments with imperfect compliance. One possible approach to this problem is...

Instrumental variable tests for Directed Acyclic Graph Models

Instrumental variable methods for identifying partial differential equation models

This paper presents instrumental variable methods for identifying partial differential equation models of distributed parameter systems in presence of output measurement noise. Two instrumental variable-based techniques are proposed to handle this continuous-time model identification problem: a basic one using input-only instruments and a more sophisticated refined instrumental variable method....