脚注・参照文献
出典: フリー百科事典『ウィキペディア(Wikipedia)』 (2021/11/09 10:09 UTC 版)
^ Imbens, G.; Angrist, J. (1994), “Identification and estimation of local average treatment effects”, Econometrica 62 (2): 467–476, JSTOR 2951620, https://jstor.org/stable/2951620 ^ Bullock, J. G.; Green, D. P.; Ha, S. E. (2010). “Yes, But What’s the Mechanism? (Don’t Expect an Easy Answer)”. Journal of Personality and Social Psychology 98 (4): 550–558. doi:10.1037/a0018933. ^ https://www.stata.com/meeting/5nasug/wiv.pdf ^ The Fall of OLS in Structural Estimation, doi:10.2307/2663184 (inactive 23 March 2015), JSTOR 2663184。 ^ Stock, James H.; Trebbi, Francesco (2003). "Retrospectives: Who Invented Instrumental Variable Regression?". Journal of Economic Perspectives. 17 (3): 177–194. doi:10.1257/089533003769204416。 ^ Reiersøl, Olav (1945). Confluence Analysis by Means of Instrumental Sets of Variables. Arkiv for Mathematic, Astronomi, och Fysik. 32A. Uppsala: Almquist & Wiksells. OCLC 793451601 ^ Bowden, R.J.; Turkington, D.A. (1984). Instrumental Variables. Cambridge, England: Cambridge University Press ^ 証明については を参照。 ^ a b c Pearl, J. (2000). Causality: Models, Reasoning, and Inference. New York: Cambridge University Press. ISBN 0-521-89560-X ^ Leigh, J. P.; Schembri, M. (2004), “Instrumental Variables Technique: Cigarette Price Provided Better Estimate of Effects of Smoking on SF-12”, Journal of Clinical Epidemiology 57 (3): 284–293, doi:10.1016/j.jclinepi.2003.08.006 ^ Angrist, J.; Krueger, A. (2001), “Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments”, Journal of Economic Perspectives 15 (4): 69–85, doi:10.1257/jep.15.4.69 ^ Davidson, Russell; Mackinnon, James (1993). Estimation and Inference in Econometrics. New York: Oxford University Press. ISBN 0-19-506011-3 ^ Balke, A.; Pearl, J. (1997). “Bounds on treatment effects from studies with imperfect compliance”. Journal of the American Statistical Association 92 (439): 1172–1176. doi:10.1080/01621459.1997.10474074. ^ Heckman, J. (1997). “Instrumental variables: A study of implicit behavioral assumptions used in making program evaluations”. Journal of Human Resources 32 (3): 441–462. JSTOR 146178. ^ Bound, J.; Jaeger, D. A.; Baker, R. M. (1995). “Problems with Instrumental Variables Estimation when the Correlation between the Instruments and the Endogenous Explanatory Variable is Weak”. Journal of the American Statistical Association 90 (430): 443. doi:10.1080/01621459.1995.10476536. ^ Nelson, C. R.; Startz, R. (1990). “Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator”. Econometrica 58 (4): 967–976. JSTOR 2938359. ^ Stock, J.; Wright, J.; Yogo, M. (2002). “A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments”. Journal of the American Statistical Association 20 (4): 518–529. doi:10.1198/073500102288618658. ^ Hayashi, Fumio (2000). “Testing Overidentifying Restrictions”. Econometrics. Princeton: Princeton University Press. pp. 217–221. ISBN 0-691-01018-8. https://books.google.com/books?id=QyIW8WUIyzcC&pg=PA217
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