Emmanuel Selorm Tsyawo, Abdul-Nasah Soale
arXiv 13 Feb 2021 · Econometrics · 2 citations (OpenAlex)
arXiv:2102.07008 · PDF · DOI · OpenAlex · Extracted main text
This paper introduces an estimator that significantly weakens the relevance condition of conventional instrumental variable (IV) methods, allowing endogenous covariates to be weakly correlated, uncorrelated, or even mean-independent, though not independent of instruments. As a result, the estimator can exploit the maximum number of relevant instruments in any given empirical setting. Identification is feasible without excludability, and the disturbance term does not need to possess finite moments. Identification is achieved under a weak conditional median independence condition on pairwise differences in disturbances, along with mild regularity conditions. Furthermore, the estimator is shown to be consistent and asymptotically normal. The relevance condition required for identification is shown to be testable.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Székely, Gábor J, Rizzo, Maria L, Bakirov, Nail K (2007) Measuring and testing dependence by correlation of distances | 1.000 | 12 | 4 | 100% |
| 2 | Powell, James L (1991) Estimation of monotonic regression models under quantile restrictions | 1.000 | 8 | 3 | 100% |
| 3 | Tsyawo, Emmanuel Selorm (2023) Feasible IV regression without excluded instruments self | 1.000 | 6 | 4 | 100% |
| 4 | Oberhofer, Walter, Haupt, Harry (2016) Asymptotic theory for nonlinear quantile regression under weak dependence | 1.000 | 5 | 3 | 100% |
| 5 | Torgovitsky, Alexander (2017) Minimum distance from independence estimation of nonseparable instrumental variables models | 0.874 | 5 | 2 | 100% |
| 6 | Escanciano, J Carlos (2006) A consistent diagnostic test for regression models using projections | 0.843 | 4 | 4 | 75% |
| 7 | Székely, Gábor J, Rizzo, Maria L (2014) Partial distance correlation with methods for dissimilarities | 0.843 | 4 | 3 | 75% |
| 8 | Domínguez, Manuel A, Lobato, Ignacio N (2004) Consistent estimation of models defined by conditional moment restrictions | 0.843 | 5 | 4 | 60% |
| 9 | Escanciano, Juan Carlos (2018) A simple and robust estimator for linear regression models with strictly exogenous instruments | 0.843 | 3 | 3 | 100% |
| 10 | Davis, Richard A, Matsui, Muneya, Mikosch, Thomas, Wan, Phyllis (2018) Applications of distance correlation to time series | 0.737 | 3 | 2 | 100% |
Showing the top 10 of 79 scored citations.