Concepedia

Instrument Exogeneity

Instrument Exogeneity is the property of an instrumental variable that requires it to be uncorrelated with the error term in the structural equation of interest, ensuring that the instrument affects the outcome solely through its influence on the endogenous explanatory variable.

259

Publications

45.4K

Citations

384

Authors

261

Institutions

Publications per year

2017–2026

41

Variants

Exogeneity Of Instruments

Parents

Publications

259

A Note on the Theme of Too Many Instruments<sup>*</sup>

David Roodman · Oxford Bulletin of Economics and Statistics · 2009 · 4.9K citations · Full text

, , +14

Problems with Instrumental Variables Estimation when the Correlation between the Instruments and the Endogenous Explanatory Variable is Weak

John Bound, David A. Jaeger, Regina Baker · Journal of the American Statistical Association · 1995 · 3.7K citations

, , +11

Instrumental Variables and GMM: Estimation and Testing

Christopher F. Baum, Mark E. Schaffer, Steven Stillman · The Stata Journal Promoting communications on statistics and Stata · 2003 · 2.7K citations · Full text

, , +13

Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments

Joshua D. Angrist · The Journal of Economic Perspectives · 2001 · 2.4K citations · Full text

, , +17

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

Lars Peter Hansen, Kenneth J. Singleton · Econometrica · 1984 · 2.1K citations

, , +9

1–5 of 259

Authors

384

  1. CF
    Christopher F. Baum

    Boston College, United States

    5 publications · 4.7K citations

    5

    h-index

  2. TS
    Theo S. Eicher

    University of Washington, United States

    5 publications · 221 citations

    5

    h-index

  3. DF
    David F. Hendry

    University of Oxford, United Kingdom

    5 publications · 430 citations

    5

    h-index

  4. AC
    Andy C. C. Kwan

    Chinese University of Hong Kong, Hong Kong SAR China

    4 publications · 122 citations

    4

    h-index

  5. ME
    Mark E. Schaffer

    IZA - Institute of Labor Economics, Germany

    4 publications · 4.7K citations

    4

    h-index

1–5 of 384

Institutions

261

  1. National Bureau of Economic Research

    Cambridge, United States

    9 h-index

    15 publications

    5.2K citations

  2. IZA - Institute of Labor Economics

    Bonn, Germany

    8 h-index

    9 publications

    1.1K citations

  3. University of Chicago

    Chicago, United States

    6 h-index

    10 publications

    3.7K citations

  4. University of Bologna

    Bologna, Italy

    6 h-index

    8 publications

    607 citations

  5. Harvard University

    Cambridge, United States

    6 h-index

    15 publications

    2.4K citations

  6. Princeton University

    Princeton, United States

    5 h-index

    5 publications

    3.1K citations

  7. University of California, Los Angeles

    Los Angeles, United States

    5 h-index

    5 publications

    2.1K citations

  8. University of California San Diego

    San Diego, United States

    5 h-index

    5 publications

    801 citations

1–8 of 261

Venues

  1. Journal of Econometrics

    22 publications · 3.1K citations

    16

    h-index

  2. SSRN Electronic Journal

    Repository · 23 publications · 1.1K citations

    13

    h-index

  3. Journal of Business and Economic Statistics

    JBES · 13 publications · 1.5K citations

    11

    h-index

  4. Econometrica

    11 publications · 6.7K citations

    11

    h-index

  5. RePEc: Research Papers in Economics

    Repository · 11 publications · 988 citations

    10

    h-index

1–5