| dc.contributor.author | Hahn, Jinyong | |
| dc.contributor.author | Hausman, Jerry | |
| dc.date.accessioned | 2022-02-03T16:13:23Z | |
| dc.date.available | 2022-01-04T13:42:02Z | |
| dc.date.available | 2022-02-03T16:13:23Z | |
| dc.date.issued | 2021-12 | |
| dc.date.submitted | 2021-10 | |
| dc.identifier.issn | 2364-1045 | |
| dc.identifier.issn | 0971-1554 | |
| dc.identifier.uri | https://hdl.handle.net/1721.1/138790.2 | |
| dc.description.abstract | Abstract
We present a pseudo-panel model and argue that the control variable approach is subject to the many instrument problem, since it uses the predicted value of the endogenous variable. We show how the bias can be analytically characterized. Finally, we demonstrate the problems of split sample cross fitting. | en_US |
| dc.publisher | Springer India | en_US |
| dc.relation.isversionof | https://doi.org/10.1007/s40953-021-00262-y | en_US |
| dc.rights | Creative Commons Attribution-Noncommercial-Share Alike | en_US |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-sa/4.0/ | en_US |
| dc.source | Springer India | en_US |
| dc.title | Problems with the Control Variable Approach in Achieving Unbiased Estimates in Nonlinear Models in the Presence of Many Instruments | en_US |
| dc.type | Article | en_US |
| dc.identifier.citation | Hahn, Jinyong and Hausman, Jerry. 2021. "Problems with the Control Variable Approach in Achieving Unbiased Estimates in Nonlinear Models in the Presence of Many Instruments." | en_US |
| dc.contributor.department | Massachusetts Institute of Technology. Department of Economics | |
| dc.relation.journal | Journal of Quantitative Economics | en_US |
| dc.eprint.version | Author's final manuscript | en_US |
| dc.type.uri | http://purl.org/eprint/type/JournalArticle | en_US |
| eprint.status | http://purl.org/eprint/status/PeerReviewed | en_US |
| dc.date.updated | 2022-01-04T04:47:58Z | |
| dc.language.rfc3066 | en | |
| dc.rights.holder | The Author(s), under exclusive licence to The Indian Econometric Society | |
| dspace.embargo.terms | Y | |
| dspace.date.submission | 2022-01-04T04:47:58Z | |
| mit.journal.volume | 19 | en_US |
| mit.license | OPEN_ACCESS_POLICY | |
| mit.metadata.status | Authority Work Needed | en_US |
